-12.6%
BITO vs DECK
+43.3%
-55.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -4.6% |
| 7D | -5.9% | +6.0% | -12.0% | -7.6% |
| 30D | -11.5% | +7.4% | -19.0% | -13.6% |
| 3M | +15.6% | -11.7% | +27.3% | +19.7% |
| 6M | -8.9% | -11.0% | +2.1% | -6.7% |
| YTD | -15.9% | -15.4% | -0.5% | -13.3% |
| 1Y | -29.5% | +7.2% | -36.8% | -33.3% |
| 3Y | +82.1% | -11.8% | +93.9% | +65.2% |
| 5Y | -3.7% | +24.3% | -28.0% | -39.6% |
| All | -12.6% | +43.3% | -55.9% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling