+156.8%
BITO vs RBA
+25.0%
+131.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.0% |
| 7D | -5.8% | -3.3% | -2.5% | -4.9% |
| 30D | +21.1% | -9.8% | +30.9% | +24.8% |
| 3M | +23.5% | -23.5% | +47.0% | +32.1% |
| 6M | +8.3% | -21.5% | +29.8% | +14.5% |
| YTD | -13.9% | -21.2% | +7.3% | -9.3% |
| 1Y | -34.5% | -30.2% | -4.3% | -28.0% |
| All | +156.8% | +25.0% | +131.8% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling