-35.1%
BITO vs JD
-15.9%
-19.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -4.2% | +0.8% | -2.1% |
| 30D | +21.4% | -14.4% | +35.8% | +27.3% |
| 3M | +20.5% | -3.6% | +24.1% | +20.5% |
| 6M | +7.4% | -0.3% | +7.7% | +3.9% |
| YTD | -13.9% | -2.4% | -11.5% | -15.4% |
| 1Y | -35.1% | -18.5% | -16.5% | -29.2% |
| All | -35.1% | -15.9% | -19.1% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling