-9.4%
BITO vs OVV
+87.1%
-96.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | -3.8% | +4.9% | +2.0% |
| 30D | +21.8% | +1.3% | +20.5% | +21.4% |
| 3M | +25.0% | +14.3% | +10.7% | +20.5% |
| 6M | +11.3% | +21.1% | -9.8% | +5.0% |
| YTD | -12.7% | +66.0% | -78.7% | -24.2% |
| 1Y | -32.3% | +59.3% | -91.6% | -40.8% |
| 3Y | +150.3% | +47.6% | +102.8% | +116.1% |
| All | -9.4% | +87.1% | -96.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling