-10.6%
BITO vs JD
-64.1%
+53.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -4.2% | +0.8% | -2.5% |
| 30D | +21.4% | -14.4% | +35.8% | +25.7% |
| 3M | +20.5% | -3.6% | +24.1% | +21.1% |
| 6M | +7.4% | -0.3% | +7.7% | +6.7% |
| YTD | -13.9% | -2.4% | -11.5% | -14.1% |
| 1Y | -35.1% | -18.5% | -16.5% | -32.4% |
| 3Y | +156.8% | -7.0% | +163.8% | +146.5% |
| All | -10.6% | -64.1% | +53.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling