-9.4%
BITO vs RCL
+216.1%
-225.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.7% |
| 30D | +21.8% | -15.7% | +37.4% | +27.9% |
| 3M | +25.0% | -8.0% | +33.0% | +27.1% |
| 6M | +11.3% | -10.1% | +21.5% | +13.1% |
| YTD | -12.7% | -5.9% | -6.8% | -14.4% |
| 1Y | -32.3% | -23.5% | -8.8% | -29.2% |
| 3Y | +150.3% | +174.4% | -24.0% | +60.7% |
| All | -9.4% | +216.1% | -225.5% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling