-20.9%
BITO vs OVV
+90.9%
-111.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | -9.2% | +8.0% | -17.3% | -10.8% |
| 30D | -15.9% | -2.0% | -13.9% | -15.8% |
| 3M | +7.3% | +5.4% | +1.9% | +5.5% |
| 6M | -15.2% | +14.3% | -29.5% | -18.7% |
| YTD | -23.8% | +69.4% | -93.2% | -34.4% |
| 1Y | -32.2% | +72.4% | -104.6% | -42.0% |
| 3Y | +55.1% | +58.4% | -3.3% | +31.4% |
| 5Y | -16.7% | +106.1% | -122.8% | -37.9% |
| All | -20.9% | +90.9% | -111.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling