-29.9%
BITO vs DGX
+33.7%
-63.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.6% |
| 7D | +2.9% | -2.3% | +5.2% | +2.4% |
| 30D | +22.6% | +0.6% | +22.0% | +22.7% |
| 3M | +24.7% | +21.4% | +3.2% | +31.4% |
| 6M | +7.5% | +14.7% | -7.3% | +11.5% |
| YTD | -10.8% | +38.4% | -49.2% | -3.7% |
| 1Y | -29.9% | +34.0% | -63.9% | -24.4% |
| All | -29.9% | +33.7% | -63.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling