-9.4%
BITO vs RIG
+43.5%
-52.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.1% | -8.2% | +9.3% | +2.6% |
| 30D | +21.8% | -0.2% | +21.9% | +21.7% |
| 3M | +25.0% | -2.7% | +27.7% | +25.0% |
| 6M | +11.3% | -7.5% | +18.8% | +11.4% |
| YTD | -12.7% | +38.3% | -51.0% | -19.1% |
| 1Y | -32.3% | +81.8% | -114.1% | -40.6% |
| 3Y | +150.3% | -30.2% | +180.5% | +153.1% |
| All | -9.4% | +43.5% | -52.8% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling