+156.8%
BITO vs OWL
+0.9%
+155.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -3.4% | -10.1% | +6.7% | +0.1% |
| 30D | +21.4% | -11.9% | +33.3% | +26.6% |
| 3M | +20.5% | +10.7% | +9.8% | +15.2% |
| 6M | +7.4% | +22.1% | -14.7% | -2.0% |
| YTD | -13.9% | -24.8% | +10.9% | -5.9% |
| 1Y | -35.1% | -39.2% | +4.1% | -24.1% |
| 3Y | +156.8% | +1.7% | +155.1% | +196.3% |
| All | +156.8% | +0.9% | +155.9% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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