+156.8%
BITO vs OMC
+10.5%
+146.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | -4.4% | +0.9% | -2.4% |
| 30D | +21.4% | -7.6% | +29.0% | +23.6% |
| 3M | +20.5% | +4.5% | +16.0% | +18.7% |
| 6M | +7.4% | -0.3% | +7.6% | +7.0% |
| YTD | -13.9% | -0.1% | -13.7% | -14.5% |
| 1Y | -35.1% | +4.6% | -39.7% | -36.6% |
| 3Y | +156.8% | +10.5% | +146.4% | +151.4% |
| All | +156.8% | +10.5% | +146.4% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling