+156.8%
BITO vs DOW
-36.3%
+193.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.4% | -1.4% | -2.1% | -3.2% |
| 30D | +21.4% | -3.9% | +25.3% | +22.2% |
| 3M | +20.5% | -12.7% | +33.2% | +23.2% |
| 6M | +7.4% | -13.7% | +21.1% | +8.3% |
| YTD | -13.9% | +28.4% | -42.3% | -21.6% |
| 1Y | -35.1% | +21.8% | -56.8% | -40.3% |
| 3Y | +156.8% | -35.7% | +192.5% | +179.6% |
| All | +156.8% | -36.3% | +193.1% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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