-23.4%
BITO vs DBX
+22.5%
-45.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.4% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -6.7% | +5.0% | -11.8% | -7.4% |
| 3M | +23.1% | +4.6% | +18.4% | +21.8% |
| 6M | -2.0% | +43.9% | -46.0% | -9.5% |
| YTD | -11.4% | +29.9% | -41.2% | -15.1% |
| 1Y | -23.4% | +24.6% | -48.0% | -25.6% |
| All | -23.4% | +22.5% | -45.9% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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