-22.2%
ON vs BITO
+149.6%
-171.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -3.4% | +5.8% | +3.2% |
| 30D | -8.6% | +21.4% | -30.0% | -12.9% |
| 3M | -34.3% | +20.5% | -54.8% | -37.2% |
| 6M | +28.5% | +7.4% | +21.1% | +25.8% |
| YTD | +40.6% | -13.9% | +54.5% | +43.5% |
| 1Y | +55.3% | -35.1% | +90.4% | +68.5% |
| 3Y | -22.2% | +156.8% | -179.0% | -29.8% |
| All | -22.2% | +149.6% | -171.8% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling