-9.4%
BITO vs DT
-34.6%
+25.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +21.8% | +0.1% | +21.7% | +21.6% |
| 3M | +25.0% | +24.1% | +0.9% | +14.4% |
| 6M | +11.3% | +30.1% | -18.8% | -1.6% |
| YTD | -12.7% | +16.8% | -29.5% | -19.8% |
| 1Y | -32.3% | -0.1% | -32.2% | -33.9% |
| 3Y | +150.3% | +6.8% | +143.5% | +128.2% |
| All | -9.4% | -34.6% | +25.2% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling