+14.9%
DIA vs BITO
-25.7%
+40.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.8% |
| 7D | +1.6% | -1.9% | +3.5% | +1.8% |
| 30D | +4.1% | -6.7% | +10.9% | +4.9% |
| 3M | -1.0% | +23.1% | -24.1% | -3.4% |
| 6M | +9.7% | -2.0% | +11.7% | +9.8% |
| YTD | +12.2% | -11.4% | +23.5% | +11.6% |
| 1Y | +14.9% | -23.4% | +38.2% | +15.7% |
| All | +14.9% | -25.7% | +40.5% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling