-12.6%
BITO vs DOC
-21.9%
+9.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.8% | -5.0% |
| 7D | -5.9% | +6.2% | -12.2% | -7.7% |
| 30D | -11.5% | +6.5% | -18.0% | -13.4% |
| 3M | +15.6% | -6.2% | +21.9% | +17.9% |
| 6M | -8.9% | +25.6% | -34.5% | -16.3% |
| YTD | -15.9% | +32.1% | -47.9% | -24.1% |
| 1Y | -29.5% | +20.3% | -49.8% | -34.4% |
| 3Y | +82.1% | +42.7% | +39.3% | +55.8% |
| 5Y | -3.7% | -22.2% | +18.5% | +3.7% |
| All | -12.6% | -21.9% | +9.3% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling