-35.1%
BITO vs COO
-20.3%
-14.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -3.4% | -22.5% | +19.1% | -1.6% |
| 30D | +21.4% | -29.7% | +51.2% | +24.6% |
| 3M | +20.5% | -20.1% | +40.6% | +22.2% |
| 6M | +7.4% | -26.9% | +34.3% | +12.6% |
| YTD | -13.9% | -34.2% | +20.4% | -7.5% |
| 1Y | -35.1% | -21.3% | -13.8% | -32.8% |
| All | -35.1% | -20.3% | -14.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling