-9.1%
BITO vs DAR
-12.7%
+3.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.7% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | +20.0% | +13.0% | +7.1% | +15.5% |
| 3M | +22.8% | +15.0% | +7.8% | +17.0% |
| 6M | +13.1% | +26.8% | -13.7% | +4.1% |
| YTD | -12.5% | +86.4% | -98.9% | -28.6% |
| 1Y | -32.6% | +115.1% | -147.7% | -48.0% |
| 3Y | +151.0% | +14.6% | +136.4% | +133.1% |
| All | -9.1% | -12.7% | +3.6% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling