-10.6%
BITO vs DRI
+70.9%
-81.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -5.8% | -4.8% | -1.0% | -3.6% |
| 30D | +21.1% | -5.2% | +26.3% | +23.9% |
| 3M | +23.5% | +2.7% | +20.8% | +20.8% |
| 6M | +8.3% | +3.6% | +4.7% | +5.0% |
| YTD | -13.9% | +15.4% | -29.3% | -22.0% |
| 1Y | -34.5% | +1.3% | -35.8% | -36.6% |
| 3Y | +147.0% | +53.1% | +93.9% | +71.8% |
| All | -10.6% | +70.9% | -81.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 5y: compounded portfolio wealth divided by compounded DRI 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…
5y analysis · Full analysis span regression · 6 months rolling