+55.1%
BITO vs COO
-24.0%
+79.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -9.2% | +0.5% | -9.7% | -9.3% |
| 30D | -15.9% | +14.2% | -30.1% | -18.1% |
| 3M | +7.3% | -18.2% | +25.5% | +11.2% |
| 6M | -15.2% | +5.3% | -20.5% | -17.3% |
| YTD | -23.8% | -23.6% | -0.2% | -19.4% |
| 1Y | -32.2% | -12.7% | -19.5% | -30.7% |
| 3Y | +55.1% | -24.2% | +79.3% | +81.3% |
| All | +55.1% | -24.0% | +79.1% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling