+78.3%
ORCL vs BITO
-7.1%
+85.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +10.9% | +1.1% | +9.8% | +10.7% |
| 30D | +7.0% | +21.8% | -14.8% | +3.7% |
| 3M | -21.2% | +25.0% | -46.2% | -23.9% |
| 6M | +7.4% | +11.3% | -4.0% | +5.4% |
| YTD | -16.3% | -12.7% | -3.6% | -15.3% |
| 1Y | -32.3% | -32.3% | 0.0% | -29.4% |
| 3Y | +32.6% | +150.3% | -117.8% | +17.3% |
| All | +78.3% | -7.1% | +85.4% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling