-23.4%
BITO vs RL
+34.3%
-57.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.8% |
| 7D | -1.9% | +5.8% | -7.7% | -3.3% |
| 30D | -6.7% | +12.7% | -19.5% | -9.5% |
| 3M | +23.1% | +9.3% | +13.7% | +19.9% |
| 6M | -2.0% | +16.9% | -19.0% | -6.6% |
| YTD | -11.4% | +17.5% | -28.8% | -16.3% |
| 1Y | -23.4% | +34.6% | -58.0% | -32.4% |
| All | -23.4% | +34.3% | -57.7% | -32.4% |
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