-9.1%
BITO vs RCAT
+195.7%
-204.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.2% |
| 7D | +1.5% | +5.4% | -3.9% | +1.1% |
| 30D | +20.0% | -5.6% | +25.6% | +20.3% |
| 3M | +22.8% | -30.2% | +53.0% | +25.7% |
| 6M | +13.1% | -43.4% | +56.5% | +16.2% |
| YTD | -12.5% | +9.6% | -22.1% | -15.8% |
| 1Y | -32.6% | -2.0% | -30.6% | -35.4% |
| 3Y | +151.0% | +825.0% | -674.0% | +86.5% |
| All | -9.1% | +195.7% | -204.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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