-7.4%
BITO vs REPL
-49.4%
+42.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.4% |
| 7D | +2.9% | -3.0% | +5.8% | +2.9% |
| 30D | +22.6% | +27.1% | -4.5% | +21.7% |
| 3M | +24.7% | +52.4% | -27.7% | +22.0% |
| 6M | +7.5% | +107.4% | -100.0% | +0.4% |
| YTD | -10.8% | +54.7% | -65.5% | -15.7% |
| 1Y | -29.9% | +158.9% | -188.8% | -36.7% |
| 3Y | +158.9% | -23.7% | +182.7% | +136.8% |
| All | -7.4% | -49.4% | +42.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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