-35.1%
BITO vs RL
+8.8%
-43.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -3.4% | 0.0% | -2.5% |
| 30D | +21.4% | -14.4% | +35.9% | +26.6% |
| 3M | +20.5% | -13.6% | +34.1% | +24.9% |
| 6M | +7.4% | +0.6% | +6.8% | +4.4% |
| YTD | -13.9% | -3.6% | -10.3% | -14.8% |
| 1Y | -35.1% | +8.3% | -43.4% | -41.0% |
| All | -35.1% | +8.8% | -43.9% | -41.0% |
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