-9.1%
BITO vs DOCN
+37.5%
-46.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.6% | -14.5% | -4.6% |
| 7D | +1.5% | +16.3% | -14.8% | -2.1% |
| 30D | +20.0% | +2.0% | +18.0% | +18.5% |
| 3M | +22.8% | -25.2% | +47.9% | +28.3% |
| 6M | +13.1% | +132.7% | -119.6% | -14.5% |
| YTD | -12.5% | +163.3% | -175.7% | -36.8% |
| 1Y | -32.6% | +280.3% | -312.9% | -56.3% |
| 3Y | +151.0% | +371.8% | -220.8% | +40.8% |
| All | -9.1% | +37.5% | -46.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DOCN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling