-10.6%
BITO vs DBX
+15.9%
-26.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.9% |
| 7D | -5.8% | -1.8% | -4.0% | -5.1% |
| 30D | +21.1% | +2.8% | +18.3% | +19.5% |
| 3M | +23.5% | +26.8% | -3.3% | +10.9% |
| 6M | +8.3% | +32.8% | -24.5% | -6.4% |
| YTD | -13.9% | +26.1% | -39.9% | -23.8% |
| 1Y | -34.5% | +14.1% | -48.7% | -39.5% |
| 3Y | +147.0% | +25.7% | +121.3% | +101.0% |
| All | -10.6% | +15.9% | -26.4% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling