-17.9%
BITO vs OVV
+89.4%
-107.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.6% | -4.8% |
| 7D | -6.3% | +6.5% | -12.9% | -7.7% |
| 30D | -14.6% | -2.7% | -12.0% | -14.4% |
| 3M | +11.4% | +3.1% | +8.3% | +10.1% |
| 6M | -13.3% | +12.8% | -26.1% | -16.7% |
| YTD | -20.9% | +68.1% | -89.1% | -31.9% |
| 1Y | -32.1% | +73.6% | -105.7% | -42.1% |
| 3Y | +58.2% | +57.6% | +0.6% | +34.1% |
| 5Y | -13.6% | +104.5% | -118.1% | -35.5% |
| All | -17.9% | +89.4% | -107.3% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling