-9.4%
BITO vs DFNS
-99.9%
+90.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | +1.1% | +4.6% | -3.6% | +1.0% |
| 30D | +21.8% | -73.9% | +95.7% | +22.3% |
| 3M | +25.0% | -71.7% | +96.7% | +24.1% |
| 6M | +11.3% | -94.6% | +105.9% | +11.1% |
| YTD | -12.7% | -98.1% | +85.4% | -12.6% |
| 1Y | -32.3% | -98.3% | +66.0% | -32.3% |
| 3Y | +150.3% | -99.9% | +250.2% | +140.0% |
| All | -9.4% | -99.9% | +90.5% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling