-30.8%
ORCL vs BITO
-9.1%
-21.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.2% |
| 7D | +3.8% | -7.0% | +10.8% | +7.6% |
| 30D | -6.6% | -10.2% | +3.6% | -1.6% |
| 3M | -11.4% | +16.2% | -27.6% | -15.7% |
| All | -30.8% | -9.1% | -21.6% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling