-7.7%
DIS vs BITO
-34.7%
+27.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.2% | -3.4% | +4.6% | +1.6% |
| 30D | +3.2% | +21.4% | -18.2% | +0.8% |
| 3M | +7.0% | +20.5% | -13.5% | +4.4% |
| 6M | +6.4% | +7.4% | -1.0% | +5.1% |
| YTD | -5.6% | -13.9% | +8.2% | -5.4% |
| 1Y | -7.7% | -35.1% | +27.4% | -4.0% |
| All | -7.7% | -34.7% | +27.0% | -4.0% |
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