-10.6%
BITO vs RJF
+85.3%
-95.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.7% |
| 7D | -5.8% | -4.2% | -1.6% | -3.6% |
| 30D | +21.1% | -3.6% | +24.7% | +23.4% |
| 3M | +23.5% | +15.6% | +7.9% | +13.7% |
| 6M | +8.3% | +17.6% | -9.3% | -1.8% |
| YTD | -13.9% | +9.2% | -23.1% | -18.5% |
| 1Y | -34.5% | +5.5% | -40.1% | -37.1% |
| 3Y | +147.0% | +70.3% | +76.7% | +79.5% |
| All | -10.6% | +85.3% | -95.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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