+160.3%
BITO vs COO
-27.8%
+188.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +0.9% |
| 7D | +1.1% | -9.0% | +10.0% | +2.9% |
| 30D | +21.8% | -16.8% | +38.6% | +26.0% |
| 3M | +25.0% | -7.5% | +32.5% | +26.5% |
| 6M | +11.3% | -16.3% | +27.6% | +15.4% |
| YTD | -12.7% | -22.5% | +9.8% | -7.8% |
| 1Y | -32.3% | -7.0% | -25.3% | -31.7% |
| All | +160.3% | -27.8% | +188.1% | +184.5% |
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