-14.1%
BITO vs DOCN
-15.0%
+1.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -3.0% |
| 7D | -2.4% | -12.8% | +10.4% | +0.2% |
| 30D | -9.5% | -41.9% | +32.4% | +0.8% |
| 3M | +13.5% | -36.9% | +50.4% | +22.7% |
| 6M | -8.6% | -52.2% | +43.7% | +3.5% |
| YTD | -17.2% | +62.7% | -80.0% | -34.5% |
| 1Y | -30.5% | +58.2% | -88.8% | -44.7% |
| 3Y | +69.2% | +219.5% | -150.2% | +2.3% |
| 5Y | -14.1% | -32.9% | +18.7% | -34.7% |
| All | -14.1% | -15.0% | +1.0% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling