-10.6%
BITO vs OTIS
-11.3%
+0.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -3.4% | -3.0% | -0.5% | -2.1% |
| 30D | +21.4% | -6.0% | +27.4% | +24.9% |
| 3M | +20.5% | -0.9% | +21.4% | +20.4% |
| 6M | +7.4% | -17.3% | +24.7% | +17.2% |
| YTD | -13.9% | -19.6% | +5.7% | -5.3% |
| 1Y | -35.1% | -21.0% | -14.0% | -28.0% |
| 3Y | +156.8% | -12.1% | +168.9% | +148.8% |
| All | -10.6% | -11.3% | +0.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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