-10.6%
BITO vs DFNS
-99.9%
+89.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -3.4% | -6.3% | +2.9% | -3.4% |
| 30D | +21.4% | -74.0% | +95.4% | +21.9% |
| 3M | +20.5% | -70.1% | +90.6% | +19.6% |
| 6M | +7.4% | -93.9% | +101.3% | +7.1% |
| YTD | -13.9% | -98.1% | +84.2% | -13.8% |
| 1Y | -35.1% | -98.3% | +63.2% | -35.0% |
| 3Y | +156.8% | -99.9% | +256.7% | +145.9% |
| All | -10.6% | -99.9% | +89.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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