-10.6%
BITO vs DAR
-15.3%
+4.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +21.4% | +2.6% | +18.8% | +20.0% |
| 3M | +20.5% | +14.2% | +6.3% | +15.1% |
| 6M | +7.4% | +17.2% | -9.8% | +1.1% |
| YTD | -13.9% | +80.9% | -94.7% | -29.2% |
| 1Y | -35.1% | +104.0% | -139.0% | -49.1% |
| 3Y | +156.8% | +3.6% | +153.2% | +148.5% |
| All | -10.6% | -15.3% | +4.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling