-10.6%
BITO vs RBA
+33.4%
-44.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.1% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +21.4% | -2.9% | +24.3% | +22.3% |
| 3M | +20.5% | -20.9% | +41.4% | +27.8% |
| 6M | +7.4% | -17.7% | +25.0% | +12.2% |
| YTD | -13.9% | -18.2% | +4.3% | -10.0% |
| 1Y | -35.1% | -29.1% | -6.0% | -29.0% |
| 3Y | +156.8% | +29.5% | +127.3% | +134.4% |
| All | -10.6% | +33.4% | -44.0% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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