-9.1%
BITO vs DRI
+75.3%
-84.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.0% |
| 7D | +1.5% | -1.2% | +2.8% | +2.1% |
| 30D | +20.0% | -0.4% | +20.4% | +19.8% |
| 3M | +22.8% | +9.5% | +13.2% | +16.3% |
| 6M | +13.1% | +6.5% | +6.6% | +8.3% |
| YTD | -12.5% | +18.4% | -30.9% | -21.7% |
| 1Y | -32.6% | +4.2% | -36.8% | -35.6% |
| 3Y | +151.0% | +57.1% | +94.0% | +72.5% |
| All | -9.1% | +75.3% | -84.4% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling