-35.1%
BITO vs OXY
+37.2%
-72.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.4% | +2.8% | -6.3% | -3.5% |
| 30D | +21.4% | +5.5% | +16.0% | +21.2% |
| 3M | +20.5% | +11.3% | +9.2% | +20.0% |
| 6M | +7.4% | +11.6% | -4.2% | +4.6% |
| YTD | -13.9% | +51.6% | -65.4% | -23.5% |
| 1Y | -35.1% | +36.2% | -71.3% | -41.1% |
| All | -35.1% | +37.2% | -72.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling