-10.6%
BITO vs DD
+54.2%
-64.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -3.5% | +0.1% | -2.0% |
| 30D | +21.4% | -11.7% | +33.1% | +27.7% |
| 3M | +20.5% | -9.2% | +29.7% | +25.3% |
| 6M | +7.4% | -7.2% | +14.6% | +10.0% |
| YTD | -13.9% | +6.6% | -20.5% | -17.0% |
| 1Y | -35.1% | +32.0% | -67.1% | -43.3% |
| 3Y | +156.8% | +42.1% | +114.7% | +108.4% |
| All | -10.6% | +54.2% | -64.8% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling