-10.6%
BITO vs DUK
+43.0%
-53.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -0.7% | -2.8% | -3.4% |
| 30D | +21.4% | -2.4% | +23.9% | +21.5% |
| 3M | +20.5% | -3.0% | +23.5% | +20.5% |
| 6M | +7.4% | -6.6% | +13.9% | +7.6% |
| YTD | -13.9% | +4.6% | -18.4% | -14.3% |
| 1Y | -35.1% | +1.2% | -36.3% | -35.3% |
| 3Y | +156.8% | +45.7% | +111.2% | +137.0% |
| All | -10.6% | +43.0% | -53.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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