-12.9%
BITO vs DOC
-21.4%
+8.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -1.5% | +6.5% | -7.9% | -3.4% |
| 30D | -9.5% | +9.2% | -18.7% | -12.1% |
| 3M | +16.2% | -2.5% | +18.7% | +17.0% |
| 6M | -9.0% | +7.1% | -16.0% | -11.3% |
| YTD | -16.2% | +33.0% | -49.1% | -24.5% |
| 1Y | -27.6% | +23.3% | -50.9% | -33.2% |
| 3Y | +78.6% | +44.9% | +33.7% | +51.9% |
| 5Y | -4.0% | -21.6% | +17.6% | +3.1% |
| All | -12.9% | -21.4% | +8.4% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling