-29.9%
BITO vs RL
+13.6%
-43.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.0% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +22.6% | -7.8% | +30.4% | +24.9% |
| 3M | +24.7% | -4.0% | +28.6% | +25.0% |
| 6M | +7.5% | -1.9% | +9.3% | +6.3% |
| YTD | -10.8% | -0.2% | -10.6% | -12.4% |
| 1Y | -29.9% | +10.7% | -40.6% | -35.8% |
| All | -29.9% | +13.6% | -43.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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