+16.5%
ORCL vs BITO
+67.7%
-51.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.5% |
| 7D | +3.8% | -7.0% | +10.8% | +5.4% |
| 30D | -6.6% | -10.2% | +3.6% | -4.3% |
| 3M | -11.4% | +16.2% | -27.6% | -13.9% |
| 6M | -33.3% | -10.7% | -22.6% | -32.0% |
| YTD | -33.3% | -17.4% | -15.9% | -31.7% |
| 1Y | -44.9% | -29.9% | -15.0% | -42.4% |
| All | +16.5% | +67.7% | -51.2% | +25.4% |
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