+55.8%
ON vs BITO
-7.1%
+62.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -1.9% | +1.1% | -2.9% | -2.2% |
| 30D | -11.0% | +21.8% | -32.8% | -16.4% |
| 3M | -39.3% | +25.0% | -64.4% | -43.4% |
| 6M | +19.8% | +11.3% | +8.5% | +15.6% |
| YTD | +31.1% | -12.7% | +43.8% | +34.3% |
| 1Y | +46.0% | -32.3% | +78.3% | +60.8% |
| 3Y | -27.5% | +150.3% | -177.8% | -50.8% |
| All | +55.8% | -7.1% | +62.9% | +30.1% |
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