+65.8%
ORCL vs BITO
-8.3%
+74.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.4% | -3.4% | -1.9% | -4.8% |
| 30D | -2.0% | +21.4% | -23.4% | -4.9% |
| 3M | -18.1% | +20.5% | -38.6% | -20.4% |
| 6M | -7.2% | +7.4% | -14.6% | -8.4% |
| YTD | -22.2% | -13.9% | -8.3% | -21.1% |
| 1Y | -50.6% | -35.1% | -15.6% | -48.3% |
| 3Y | +22.9% | +156.8% | -134.0% | +8.4% |
| All | +65.8% | -8.3% | +74.1% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling