-10.6%
BITO vs RIO
+106.3%
-116.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | +0.7% |
| 7D | -5.8% | -3.4% | -2.5% | -4.3% |
| 30D | +21.1% | +0.6% | +20.6% | +20.9% |
| 3M | +23.5% | +2.5% | +21.0% | +21.9% |
| 6M | +8.3% | +10.8% | -2.5% | +2.2% |
| YTD | -13.9% | +30.5% | -44.3% | -24.9% |
| 1Y | -34.5% | +68.1% | -102.7% | -49.5% |
| 3Y | +147.0% | +94.0% | +53.0% | +72.5% |
| All | -10.6% | +106.3% | -116.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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