-10.6%
BITO vs DBX
+17.6%
-28.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -3.4% | +2.1% | -5.5% | -4.3% |
| 30D | +21.4% | +5.7% | +15.7% | +18.4% |
| 3M | +20.5% | +31.8% | -11.3% | +6.4% |
| 6M | +7.4% | +37.5% | -30.1% | -8.7% |
| YTD | -13.9% | +27.9% | -41.8% | -24.2% |
| 1Y | -35.1% | +15.0% | -50.1% | -40.2% |
| 3Y | +156.8% | +27.2% | +129.6% | +108.2% |
| All | -10.6% | +17.6% | -28.1% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling