-20.9%
BITO vs RCL
+295.7%
-316.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -9.2% | -1.2% | -8.0% | -8.9% |
| 30D | -15.9% | +17.8% | -33.8% | -20.0% |
| 3M | +7.3% | +4.9% | +2.4% | +5.3% |
| 6M | -15.2% | +23.7% | -38.9% | -21.5% |
| YTD | -23.8% | +17.8% | -41.6% | -30.3% |
| 1Y | -32.2% | +28.9% | -61.1% | -40.3% |
| 3Y | +55.1% | +241.9% | -186.8% | -6.7% |
| 5Y | -16.7% | +295.4% | -312.1% | -55.9% |
| All | -20.9% | +295.7% | -316.6% | -58.1% |
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