-36.0%
DIS vs BITO
-8.3%
-27.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -1.3% | -5.8% | +4.6% | -0.3% |
| 30D | +2.2% | +21.1% | -18.9% | -1.1% |
| 3M | +8.1% | +23.5% | -15.4% | +4.1% |
| 6M | +5.2% | +8.3% | -3.0% | +3.3% |
| YTD | -6.3% | -13.9% | +7.6% | -4.9% |
| 1Y | -7.3% | -34.5% | +27.2% | -1.9% |
| 3Y | +33.8% | +147.0% | -113.2% | +6.2% |
| All | -36.0% | -8.3% | -27.7% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling