-16.2%
BITO vs DXCM
-48.7%
+32.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.1% |
| 7D | -9.2% | +4.9% | -14.2% | -10.3% |
| 30D | -15.9% | -0.2% | -15.8% | -16.1% |
| 3M | +7.3% | -8.9% | +16.2% | +9.3% |
| 6M | -15.2% | +42.3% | -57.5% | -23.0% |
| YTD | -23.8% | +25.6% | -49.3% | -28.8% |
| 1Y | -32.2% | +39.5% | -71.7% | -38.2% |
| 3Y | +55.1% | -15.3% | +70.4% | +45.0% |
| All | -16.2% | -48.7% | +32.5% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling