-9.1%
BITO vs DXCM
-39.0%
+29.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | -1.0% |
| 7D | +1.5% | -6.2% | +7.8% | +3.0% |
| 30D | +20.0% | -0.3% | +20.3% | +20.1% |
| 3M | +22.8% | +10.3% | +12.4% | +19.2% |
| 6M | +13.1% | +24.1% | -11.0% | +6.3% |
| YTD | -12.5% | +27.4% | -39.8% | -18.2% |
| 1Y | -32.6% | +8.4% | -40.9% | -35.0% |
| 3Y | +151.0% | -19.0% | +170.0% | +138.2% |
| All | -9.1% | -39.0% | +29.9% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling