-20.9%
BITO vs DPZ
-20.9%
0.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.2% |
| 7D | -9.2% | +2.2% | -11.5% | -9.7% |
| 30D | -15.9% | +15.5% | -31.4% | -18.9% |
| 3M | +7.3% | -2.0% | +9.3% | +7.5% |
| 6M | -15.2% | +12.1% | -27.3% | -18.4% |
| YTD | -23.8% | -16.6% | -7.2% | -20.8% |
| 1Y | -32.2% | -14.6% | -17.6% | -30.1% |
| 3Y | +55.1% | -4.1% | +59.2% | +48.2% |
| 5Y | -16.7% | -28.3% | +11.6% | -15.4% |
| All | -20.9% | -20.9% | 0.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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