-10.6%
BITO vs DXCM
-39.0%
+28.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -5.8% | -5.8% | 0.0% | -4.5% |
| 30D | +21.1% | -5.6% | +26.7% | +22.7% |
| 3M | +23.5% | +13.0% | +10.5% | +19.2% |
| 6M | +8.3% | +24.7% | -16.4% | +1.7% |
| YTD | -13.9% | +27.3% | -41.2% | -19.6% |
| 1Y | -34.5% | +11.2% | -45.7% | -37.3% |
| 3Y | +147.0% | -19.0% | +166.0% | +134.3% |
| All | -10.6% | -39.0% | +28.5% | -14.1% |
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