+69.2%
BITO vs DOC
+49.4%
+19.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.7% |
| 7D | -2.4% | +5.9% | -8.2% | -3.6% |
| 30D | -9.5% | +10.3% | -19.8% | -11.7% |
| 3M | +13.5% | -2.2% | +15.7% | +14.1% |
| 6M | -8.6% | +8.2% | -16.8% | -10.4% |
| YTD | -17.2% | +35.4% | -52.6% | -23.6% |
| 1Y | -30.5% | +23.6% | -54.2% | -34.4% |
| 3Y | +69.2% | +57.3% | +12.0% | +60.3% |
| All | +69.2% | +49.4% | +19.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling