-10.6%
BITO vs OXY
+102.6%
-113.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -5.8% | +1.4% | -7.2% | -6.1% |
| 30D | +21.1% | +4.0% | +17.1% | +20.0% |
| 3M | +23.5% | +7.6% | +15.9% | +20.9% |
| 6M | +8.3% | +16.2% | -7.9% | +2.8% |
| YTD | -13.9% | +50.8% | -64.7% | -24.1% |
| 1Y | -34.5% | +34.7% | -69.2% | -40.7% |
| 3Y | +147.0% | -1.0% | +148.0% | +138.0% |
| All | -10.6% | +102.6% | -113.2% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling