-9.1%
BITO vs RBA
+30.7%
-39.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | +20.0% | -13.2% | +33.2% | +25.1% |
| 3M | +22.8% | -21.4% | +44.1% | +30.4% |
| 6M | +13.1% | -20.9% | +34.0% | +19.7% |
| YTD | -12.5% | -19.9% | +7.4% | -8.0% |
| 1Y | -32.6% | -28.7% | -3.9% | -26.5% |
| 3Y | +151.0% | +27.4% | +123.6% | +130.3% |
| All | -9.1% | +30.7% | -39.8% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling