+11.3%
BITO vs DG
-13.1%
+24.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | +1.1% | -4.8% | +5.9% | +1.9% |
| 30D | +21.8% | +1.8% | +20.0% | +21.3% |
| 3M | +25.0% | +14.5% | +10.5% | +21.2% |
| 6M | +11.3% | -13.6% | +24.9% | +21.9% |
| All | +11.3% | -13.1% | +24.4% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling