+156.8%
BITO vs DG
+4.6%
+152.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -3.4% | -6.5% | +3.0% | -3.2% |
| 30D | +21.4% | +4.2% | +17.2% | +21.2% |
| 3M | +20.5% | +9.5% | +11.0% | +20.0% |
| 6M | +7.4% | -13.1% | +20.5% | +7.5% |
| YTD | -13.9% | -4.8% | -9.0% | -13.8% |
| 1Y | -35.1% | +20.6% | -55.7% | -35.2% |
| 3Y | +156.8% | +4.9% | +151.9% | +157.0% |
| All | +156.8% | +4.6% | +152.2% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling