+156.8%
BITO vs DT
+7.2%
+149.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | +21.4% | +3.0% | +18.4% | +20.5% |
| 3M | +20.5% | +26.5% | -6.0% | +13.7% |
| 6M | +7.4% | +35.9% | -28.6% | -1.4% |
| YTD | -13.9% | +17.8% | -31.7% | -18.2% |
| 1Y | -35.1% | +4.1% | -39.1% | -36.3% |
| 3Y | +156.8% | +5.3% | +151.5% | +145.7% |
| All | +156.8% | +7.2% | +149.6% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling