-10.6%
BITO vs RIG
+42.5%
-53.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -3.4% | -3.1% | -0.4% | -2.9% |
| 30D | +21.4% | -0.5% | +21.9% | +21.4% |
| 3M | +20.5% | -6.0% | +26.5% | +21.3% |
| 6M | +7.4% | -10.1% | +17.5% | +8.0% |
| YTD | -13.9% | +37.3% | -51.2% | -20.1% |
| 1Y | -35.1% | +73.9% | -109.0% | -42.6% |
| 3Y | +156.8% | -30.2% | +187.0% | +159.5% |
| All | -10.6% | +42.5% | -53.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling