-23.4%
BITO vs D
+23.9%
-47.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.6% | +3.5% |
| 7D | -1.9% | +8.5% | -10.4% | -0.7% |
| 30D | -6.7% | +14.3% | -21.0% | -4.9% |
| 3M | +23.1% | +1.8% | +21.3% | +24.0% |
| 6M | -2.0% | +13.0% | -15.1% | -0.8% |
| YTD | -11.4% | +22.7% | -34.1% | -10.9% |
| 1Y | -23.4% | +22.6% | -46.0% | -23.5% |
| All | -23.4% | +23.9% | -47.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling