-10.6%
BITO vs DLTR
+17.8%
-28.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | -10.1% | +6.6% | -1.9% |
| 30D | +21.4% | -8.1% | +29.5% | +22.8% |
| 3M | +20.5% | +2.9% | +17.6% | +19.6% |
| 6M | +7.4% | +4.3% | +3.0% | +6.0% |
| YTD | -13.9% | -3.9% | -9.9% | -13.9% |
| 1Y | -35.1% | +18.9% | -54.0% | -37.6% |
| 3Y | +156.8% | +1.9% | +154.9% | +150.7% |
| All | -10.6% | +17.8% | -28.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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