-10.6%
BITO vs RDW
-2.0%
-8.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | +21.4% | -21.3% | +42.7% | +25.7% |
| 3M | +20.5% | -37.9% | +58.4% | +27.8% |
| 6M | +7.4% | +12.3% | -4.9% | -1.0% |
| YTD | -13.9% | +39.7% | -53.6% | -25.0% |
| 1Y | -35.1% | +25.7% | -60.7% | -43.5% |
| 3Y | +156.8% | +230.8% | -74.0% | +54.2% |
| All | -10.6% | -2.0% | -8.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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