-7.4%
BITO vs RCL
+222.7%
-230.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | +2.9% | -5.1% | +8.0% | +4.4% |
| 30D | +22.6% | -19.0% | +41.6% | +30.3% |
| 3M | +24.7% | -9.6% | +34.2% | +27.4% |
| 6M | +7.5% | -6.7% | +14.2% | +7.9% |
| YTD | -10.8% | -3.9% | -6.9% | -13.0% |
| 1Y | -29.9% | -25.1% | -4.8% | -26.0% |
| 3Y | +158.9% | +179.1% | -20.2% | +65.4% |
| All | -7.4% | +222.7% | -230.1% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling