-29.9%
BITO vs RIG
+97.6%
-127.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.4% | -2.0% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | +22.6% | +13.8% | +8.8% | +19.4% |
| 3M | +24.7% | -6.4% | +31.1% | +26.0% |
| 6M | +7.5% | -8.2% | +15.6% | +7.1% |
| YTD | -10.8% | +41.6% | -52.4% | -21.9% |
| 1Y | -29.9% | +88.7% | -118.6% | -42.6% |
| All | -29.9% | +97.6% | -127.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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