-9.4%
BITO vs O
+14.0%
-23.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +1.1% | -2.3% | +3.3% | +2.0% |
| 30D | +21.8% | -2.4% | +24.2% | +23.0% |
| 3M | +25.0% | -0.6% | +25.6% | +25.0% |
| 6M | +11.3% | -5.0% | +16.3% | +13.4% |
| YTD | -12.7% | +10.4% | -23.1% | -17.4% |
| 1Y | -32.3% | +6.6% | -38.9% | -34.9% |
| 3Y | +150.3% | +28.4% | +121.9% | +115.9% |
| All | -9.4% | +14.0% | -23.4% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling