-14.1%
BITO vs DECK
+47.7%
-61.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.6% |
| 7D | -2.4% | +6.4% | -8.7% | -4.2% |
| 30D | -9.5% | +9.1% | -18.6% | -12.1% |
| 3M | +13.5% | -7.2% | +20.7% | +15.6% |
| 6M | -8.6% | -9.9% | +1.4% | -6.7% |
| YTD | -17.2% | -12.8% | -4.5% | -15.6% |
| 1Y | -30.5% | +10.6% | -41.1% | -35.0% |
| 3Y | +69.2% | -13.8% | +83.0% | +55.6% |
| 5Y | -14.1% | +27.6% | -41.7% | -46.8% |
| All | -14.1% | +47.7% | -61.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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