-7.4%
BITO vs DECK
+40.1%
-47.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.9% |
| 7D | +2.9% | -2.2% | +5.1% | +3.6% |
| 30D | +22.6% | -13.6% | +36.2% | +28.0% |
| 3M | +24.7% | -21.2% | +45.9% | +33.4% |
| 6M | +7.5% | -21.1% | +28.5% | +14.3% |
| YTD | -10.8% | -17.2% | +6.4% | -7.3% |
| 1Y | -29.9% | -30.7% | +0.8% | -23.4% |
| 3Y | +158.9% | -3.4% | +162.3% | +123.6% |
| All | -7.4% | +40.1% | -47.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling