-23.4%
BITO vs RGEN
+19.5%
-42.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -1.9% | -3.5% | +1.6% | -1.4% |
| 30D | -6.7% | -6.0% | -0.8% | -6.0% |
| 3M | +23.1% | +19.0% | +4.1% | +20.1% |
| 6M | -2.0% | +50.7% | -52.8% | -8.1% |
| YTD | -11.4% | +8.8% | -20.1% | -11.4% |
| 1Y | -23.4% | +21.3% | -44.6% | -24.2% |
| All | -23.4% | +19.5% | -42.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling