-9.4%
BITO vs DG
-37.0%
+27.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +1.1% | -4.8% | +5.9% | +1.6% |
| 30D | +21.8% | +1.8% | +20.0% | +21.5% |
| 3M | +25.0% | +14.5% | +10.5% | +22.9% |
| 6M | +11.3% | -13.6% | +24.9% | +12.7% |
| YTD | -12.7% | -4.8% | -7.9% | -12.5% |
| 1Y | -32.3% | +21.6% | -53.9% | -33.9% |
| 3Y | +150.3% | +4.5% | +145.9% | +146.1% |
| All | -9.4% | -37.0% | +27.6% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling