+55.1%
BITO vs DXCM
-13.9%
+69.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.8% |
| 7D | -9.2% | +4.9% | -14.2% | -9.7% |
| 30D | -15.9% | -0.2% | -15.8% | -16.0% |
| 3M | +7.3% | -8.9% | +16.2% | +8.2% |
| 6M | -15.2% | +42.3% | -57.5% | -18.5% |
| YTD | -23.8% | +25.6% | -49.3% | -25.8% |
| 1Y | -32.2% | +39.5% | -71.7% | -34.5% |
| 3Y | +55.1% | -15.3% | +70.4% | +86.7% |
| All | +55.1% | -13.9% | +69.0% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling