-9.4%
BITO vs DLR
+47.7%
-57.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.1% | +2.9% | -1.8% | -0.3% |
| 30D | +21.8% | -1.2% | +22.9% | +22.2% |
| 3M | +25.0% | +2.9% | +22.1% | +22.3% |
| 6M | +11.3% | +6.7% | +4.7% | +6.8% |
| YTD | -12.7% | +23.9% | -36.6% | -22.1% |
| 1Y | -32.3% | +18.6% | -50.9% | -38.5% |
| 3Y | +150.3% | +59.7% | +90.7% | +91.1% |
| All | -9.4% | +47.7% | -57.0% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling