+60.1%
DIA vs BITO
-7.1%
+67.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -2.7% | +21.8% | -24.5% | -4.7% |
| 3M | +3.3% | +25.0% | -21.7% | +0.7% |
| 6M | +10.4% | +11.3% | -0.9% | +8.9% |
| YTD | +10.0% | -12.7% | +22.7% | +10.8% |
| 1Y | +16.2% | -32.3% | +48.5% | +19.8% |
| 3Y | +58.7% | +150.3% | -91.6% | +38.8% |
| All | +60.1% | -7.1% | +67.2% | +48.5% |
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