+156.8%
BITO vs DLR
+58.2%
+98.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +21.4% | -4.3% | +25.7% | +23.3% |
| 3M | +20.5% | +3.8% | +16.7% | +18.0% |
| 6M | +7.4% | +5.8% | +1.5% | +4.1% |
| YTD | -13.9% | +23.5% | -37.4% | -21.4% |
| 1Y | -35.1% | +11.1% | -46.1% | -38.4% |
| 3Y | +156.8% | +57.9% | +98.9% | +128.5% |
| All | +156.8% | +58.2% | +98.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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