-11.5%
BITO vs DECK
+23.3%
-34.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -1.5% | +5.8% | -7.2% | -3.2% |
| 30D | -9.5% | +7.9% | -17.4% | -11.8% |
| 3M | +16.2% | -11.4% | +27.6% | +20.2% |
| 6M | -9.0% | -16.6% | +7.6% | -4.6% |
| YTD | -16.2% | -16.4% | +0.2% | -13.3% |
| 1Y | -27.6% | +8.6% | -36.3% | -32.1% |
| 3Y | +78.6% | -15.1% | +93.7% | +62.9% |
| All | -11.5% | +23.3% | -34.8% | -37.6% |
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