-10.6%
BITO vs RGTI
+51.5%
-62.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | +21.4% | -17.1% | +38.5% | +23.4% |
| 3M | +20.5% | -26.0% | +46.5% | +23.3% |
| 6M | +7.4% | -9.9% | +17.2% | +6.2% |
| YTD | -13.9% | -31.1% | +17.2% | -12.7% |
| 1Y | -35.1% | -8.5% | -26.6% | -36.9% |
| 3Y | +156.8% | +652.2% | -495.4% | +70.4% |
| All | -10.6% | +51.5% | -62.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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