+117.1%
DDOG vs BITO
+149.6%
-32.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.9% | -3.4% | +7.3% | +4.6% |
| 30D | -8.2% | +21.4% | -29.6% | -11.7% |
| 3M | -5.6% | +20.5% | -26.1% | -9.2% |
| 6M | +73.5% | +7.4% | +66.1% | +69.9% |
| YTD | +62.7% | -13.9% | +76.5% | +65.3% |
| 1Y | +59.0% | -35.1% | +94.0% | +69.6% |
| 3Y | +117.1% | +156.8% | -39.7% | +67.3% |
| All | +117.1% | +149.6% | -32.5% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3y: compounded portfolio wealth divided by compounded BITO 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…
3y analysis · Full analysis span regression · 6 months rolling