-7.4%
BITO vs DPZ
-21.5%
+14.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -2.0% |
| 7D | +2.9% | -2.5% | +5.4% | +3.5% |
| 30D | +22.6% | -7.0% | +29.6% | +24.6% |
| 3M | +24.7% | +11.6% | +13.0% | +20.4% |
| 6M | +7.5% | -15.2% | +22.6% | +11.6% |
| YTD | -10.8% | -17.2% | +6.5% | -6.9% |
| 1Y | -29.9% | -24.8% | -5.1% | -24.9% |
| 3Y | +158.9% | -8.7% | +167.6% | +151.8% |
| All | -7.4% | -21.5% | +14.1% | +2.4% |
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