+103.2%
COST vs BITO
-8.3%
+111.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -3.4% | +2.2% | -0.9% |
| 30D | -4.7% | +21.4% | -26.1% | -6.4% |
| 3M | -7.1% | +20.5% | -27.6% | -8.8% |
| 6M | -8.5% | +7.4% | -15.9% | -9.4% |
| YTD | +5.4% | -13.9% | +19.3% | +6.2% |
| 1Y | -5.6% | -35.1% | +29.4% | -2.5% |
| 3Y | +68.5% | +156.8% | -88.3% | +44.1% |
| All | +103.2% | -8.3% | +111.6% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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