-7.4%
BITO vs COO
-31.1%
+23.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.9% |
| 7D | +2.9% | -2.2% | +5.1% | +3.8% |
| 30D | +22.6% | -7.0% | +29.6% | +26.0% |
| 3M | +24.7% | +12.2% | +12.4% | +17.5% |
| 6M | +7.5% | -15.1% | +22.6% | +14.4% |
| YTD | -10.8% | -15.1% | +4.3% | -5.0% |
| 1Y | -29.9% | +2.3% | -32.2% | -31.9% |
| 3Y | +158.9% | -23.7% | +182.6% | +176.9% |
| All | -7.4% | -31.1% | +23.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling