-7.4%
BITO vs JD
-62.5%
+55.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.9% |
| 7D | +2.9% | -1.7% | +4.6% | +3.3% |
| 30D | +22.6% | -13.2% | +35.7% | +26.5% |
| 3M | +24.7% | -3.2% | +27.8% | +25.2% |
| 6M | +7.5% | +15.2% | -7.8% | +3.1% |
| YTD | -10.8% | +2.0% | -12.8% | -11.9% |
| 1Y | -29.9% | -5.4% | -24.5% | -29.5% |
| 3Y | +158.9% | -9.1% | +168.0% | +150.1% |
| All | -7.4% | -62.5% | +55.1% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling