-10.6%
BITO vs DXCM
-40.1%
+29.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -3.4% | -5.5% | +2.1% | -2.2% |
| 30D | +21.4% | -8.6% | +30.0% | +23.9% |
| 3M | +20.5% | +10.3% | +10.2% | +17.0% |
| 6M | +7.4% | +25.2% | -17.8% | +0.7% |
| YTD | -13.9% | +25.1% | -39.0% | -19.2% |
| 1Y | -35.1% | +9.2% | -44.3% | -37.5% |
| 3Y | +156.8% | -22.6% | +179.4% | +147.8% |
| All | -10.6% | -40.1% | +29.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling