-10.6%
BITO vs OTIS
-12.8%
+2.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | -5.8% | -5.0% | -0.8% | -3.5% |
| 30D | +21.1% | -6.5% | +27.6% | +25.0% |
| 3M | +23.5% | -2.0% | +25.4% | +24.1% |
| 6M | +8.3% | -20.2% | +28.5% | +20.3% |
| YTD | -13.9% | -21.0% | +7.1% | -4.5% |
| 1Y | -34.5% | -20.9% | -13.7% | -27.6% |
| 3Y | +147.0% | -13.3% | +160.3% | +140.6% |
| All | -10.6% | -12.8% | +2.3% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling