+38.8%
ORCL vs BITO
-18.9%
+57.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.8% |
| 7D | +8.0% | -9.2% | +17.2% | +9.7% |
| 30D | -4.0% | -15.9% | +11.9% | -1.1% |
| 3M | -19.5% | +7.3% | -26.8% | -20.2% |
| 6M | -33.5% | -15.2% | -18.3% | -31.8% |
| YTD | -34.8% | -23.8% | -11.1% | -32.5% |
| 1Y | -41.6% | -32.2% | -9.4% | -38.7% |
| 3Y | +13.8% | +55.1% | -41.3% | +7.6% |
| 5Y | +43.4% | -16.7% | +60.1% | +40.6% |
| All | +38.8% | -18.9% | +57.6% | +36.2% |
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