+160.3%
BITO vs DXCM
-19.6%
+179.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +1.1% | -6.5% | +7.5% | +1.7% |
| 30D | +21.8% | -4.3% | +26.1% | +22.3% |
| 3M | +25.0% | +7.3% | +17.7% | +24.0% |
| 6M | +11.3% | +22.0% | -10.7% | +8.9% |
| YTD | -12.7% | +26.4% | -39.1% | -14.9% |
| 1Y | -32.3% | +7.0% | -39.3% | -33.1% |
| All | +160.3% | -19.6% | +179.9% | +169.4% |
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