-59.2%
NKE vs BITO
+149.6%
-208.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -3.4% | -0.7% | -3.8% |
| 30D | -8.2% | +21.4% | -29.6% | -10.3% |
| 3M | -19.1% | +20.5% | -39.6% | -20.9% |
| 6M | -32.6% | +7.4% | -40.0% | -33.4% |
| YTD | -40.7% | -13.9% | -26.8% | -40.2% |
| 1Y | -48.9% | -35.1% | -13.8% | -46.7% |
| 3Y | -59.2% | +156.8% | -216.1% | -62.9% |
| All | -59.2% | +149.6% | -208.9% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3y: compounded portfolio wealth divided by compounded BITO 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…
3y analysis · Full analysis span regression · 6 months rolling