-10.6%
BITO vs DLR
+47.3%
-57.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +21.4% | -4.3% | +25.7% | +23.8% |
| 3M | +20.5% | +3.8% | +16.7% | +17.4% |
| 6M | +7.4% | +5.8% | +1.5% | +3.4% |
| YTD | -13.9% | +23.5% | -37.4% | -23.0% |
| 1Y | -35.1% | +11.1% | -46.1% | -39.0% |
| 3Y | +156.8% | +57.9% | +98.9% | +97.2% |
| All | -10.6% | +47.3% | -57.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling