-12.9%
BITO vs DOCU
-71.8%
+58.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -1.5% | -5.5% | +4.1% | +0.1% |
| 30D | -9.5% | +12.6% | -22.2% | -12.6% |
| 3M | +16.2% | +36.4% | -20.2% | +5.8% |
| 6M | -9.0% | +66.8% | -75.8% | -22.6% |
| YTD | -16.2% | +13.5% | -29.6% | -21.3% |
| 1Y | -27.6% | +11.3% | -38.9% | -31.7% |
| 3Y | +78.6% | +92.1% | -13.5% | +32.4% |
| 5Y | -4.0% | -71.0% | +67.0% | +2.2% |
| All | -12.9% | -71.8% | +58.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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