-10.6%
BITO vs DT
-34.0%
+23.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | +21.4% | +3.0% | +18.4% | +19.9% |
| 3M | +20.5% | +26.5% | -6.0% | +9.5% |
| 6M | +7.4% | +35.9% | -28.6% | -6.8% |
| YTD | -13.9% | +17.8% | -31.7% | -21.1% |
| 1Y | -35.1% | +4.1% | -39.1% | -37.5% |
| 3Y | +156.8% | +5.3% | +151.5% | +136.1% |
| All | -10.6% | -34.0% | +23.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling