-23.4%
BITO vs DOC
+21.8%
-45.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.4% |
| 7D | -1.9% | +8.7% | -10.7% | -3.2% |
| 30D | -6.7% | +7.6% | -14.4% | -7.9% |
| 3M | +23.1% | -5.3% | +28.3% | +24.4% |
| 6M | -2.0% | +27.6% | -29.6% | -6.7% |
| YTD | -11.4% | +32.4% | -43.8% | -14.6% |
| 1Y | -23.4% | +22.9% | -46.2% | -25.9% |
| All | -23.4% | +21.8% | -45.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling