-10.6%
BITO vs COPX
+149.3%
-159.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -2.3% | -1.1% | -2.6% |
| 30D | +21.4% | +0.3% | +21.2% | +21.1% |
| 3M | +20.5% | +6.8% | +13.7% | +16.2% |
| 6M | +7.4% | +7.9% | -0.6% | +1.3% |
| YTD | -13.9% | +23.7% | -37.6% | -24.9% |
| 1Y | -35.1% | +71.5% | -106.6% | -52.2% |
| 3Y | +156.8% | +149.1% | +7.7% | +46.5% |
| All | -10.6% | +149.3% | -159.9% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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