+33.3%
ORCL vs BITO
+152.0%
-118.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.7% |
| 7D | +15.0% | +1.5% | +13.5% | +14.7% |
| 30D | +10.5% | +20.0% | -9.5% | +6.8% |
| 3M | -23.0% | +22.8% | -45.8% | -25.9% |
| 6M | +7.0% | +13.1% | -6.1% | +4.4% |
| YTD | -15.8% | -12.5% | -3.4% | -15.1% |
| 1Y | -31.1% | -32.6% | +1.5% | -28.6% |
| 3Y | +33.3% | +151.0% | -117.8% | +50.8% |
| All | +33.3% | +152.0% | -118.7% | +50.8% |
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