-20.9%
BITO vs COO
-38.0%
+17.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -9.2% | +0.5% | -9.7% | -9.4% |
| 30D | -15.9% | +14.2% | -30.1% | -20.2% |
| 3M | +7.3% | -18.2% | +25.5% | +15.0% |
| 6M | -15.2% | +5.3% | -20.5% | -19.0% |
| YTD | -23.8% | -23.6% | -0.2% | -16.2% |
| 1Y | -32.2% | -12.7% | -19.5% | -30.1% |
| 3Y | +55.1% | -24.2% | +79.3% | +60.6% |
| 5Y | -16.7% | -40.0% | +23.3% | +1.1% |
| All | -20.9% | -38.0% | +17.1% | -4.8% |
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 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