-23.4%
BITO vs DD
+49.3%
-72.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.5% |
| 7D | -1.9% | +8.7% | -10.6% | -5.0% |
| 30D | -6.7% | +15.3% | -22.1% | -11.6% |
| 3M | +23.1% | +5.9% | +17.1% | +20.5% |
| 6M | -2.0% | +11.6% | -13.6% | -6.6% |
| YTD | -11.4% | +26.5% | -37.9% | -21.7% |
| 1Y | -23.4% | +35.4% | -58.8% | -35.2% |
| All | -23.4% | +49.3% | -72.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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