+41.8%
DDOG vs BITO
-7.1%
+48.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.4% | +7.2% |
| 7D | +7.7% | +1.1% | +6.6% | +7.3% |
| 30D | -13.6% | +21.8% | -35.4% | -18.9% |
| 3M | -0.9% | +25.0% | -25.9% | -8.0% |
| 6M | +75.2% | +11.3% | +63.9% | +67.5% |
| YTD | +65.7% | -12.7% | +78.4% | +69.8% |
| 1Y | +60.4% | -32.3% | +92.7% | +77.0% |
| 3Y | +130.7% | +150.3% | -19.7% | +43.0% |
| All | +41.8% | -7.1% | +48.9% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling