-29.3%
BABA vs BITO
-13.1%
-16.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.3% | -2.7% | -6.6% |
| 7D | -12.7% | -6.3% | -6.4% | -12.2% |
| 30D | -14.9% | -14.6% | -0.3% | -14.0% |
| 3M | -24.6% | +11.4% | -36.1% | -24.3% |
| 6M | -29.3% | -13.3% | -16.0% | -31.8% |
| All | -29.3% | -13.1% | -16.3% | -31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling