-29.9%
BITO vs DT
+4.0%
-33.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.1% |
| 7D | +2.9% | -3.3% | +6.2% | +3.5% |
| 30D | +22.6% | +2.0% | +20.5% | +22.1% |
| 3M | +24.7% | +20.0% | +4.7% | +19.8% |
| 6M | +7.5% | +39.3% | -31.8% | -1.5% |
| YTD | -10.8% | +19.8% | -30.5% | -14.4% |
| 1Y | -29.9% | +4.3% | -34.2% | -29.3% |
| All | -29.9% | +4.0% | -33.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling