-10.6%
BITO vs RCL
+216.6%
-227.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -1.9% | -1.5% | -2.9% |
| 30D | +21.4% | -15.5% | +37.0% | +27.4% |
| 3M | +20.5% | -9.7% | +30.2% | +23.3% |
| 6M | +7.4% | -8.7% | +16.1% | +8.6% |
| YTD | -13.9% | -5.8% | -8.1% | -15.5% |
| 1Y | -35.1% | -24.5% | -10.6% | -31.7% |
| 3Y | +156.8% | +173.9% | -17.1% | +65.0% |
| All | -10.6% | +216.6% | -227.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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