-10.6%
BITO vs O
+12.9%
-23.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -2.9% | -0.6% | -2.3% |
| 30D | +21.4% | -4.5% | +25.9% | +23.8% |
| 3M | +20.5% | -2.6% | +23.1% | +21.5% |
| 6M | +7.4% | -5.6% | +13.0% | +9.7% |
| YTD | -13.9% | +9.3% | -23.1% | -18.2% |
| 1Y | -35.1% | +4.3% | -39.4% | -37.0% |
| 3Y | +156.8% | +27.4% | +129.4% | +122.0% |
| All | -10.6% | +12.9% | -23.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 5y: compounded portfolio wealth divided by compounded O 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…
5y analysis · Full analysis span regression · 6 months rolling