-29.9%
BITO vs OMC
+9.8%
-39.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.1% |
| 7D | +2.9% | -6.4% | +9.3% | +3.7% |
| 30D | +22.6% | +1.1% | +21.5% | +22.4% |
| 3M | +24.7% | +10.4% | +14.2% | +22.7% |
| 6M | +7.5% | -1.7% | +9.2% | +7.2% |
| YTD | -10.8% | +4.4% | -15.2% | -12.8% |
| 1Y | -29.9% | +8.4% | -38.3% | -30.4% |
| All | -29.9% | +9.8% | -39.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling