-7.4%
BITO vs D
+9.3%
-16.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.4% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | +22.6% | -2.6% | +25.2% | +23.1% |
| 3M | +24.7% | 0.0% | +24.6% | +24.4% |
| 6M | +7.5% | +7.4% | +0.1% | +5.7% |
| YTD | -10.8% | +15.9% | -26.7% | -13.6% |
| 1Y | -29.9% | +18.1% | -48.0% | -32.4% |
| 3Y | +158.9% | +58.4% | +100.5% | +129.9% |
| All | -7.4% | +9.3% | -16.6% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling