+156.8%
BITO vs RL
+199.8%
-43.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -5.8% | -2.2% | -3.6% | -5.2% |
| 30D | +21.1% | -15.3% | +36.5% | +27.4% |
| 3M | +23.5% | -10.3% | +33.8% | +27.1% |
| 6M | +8.3% | -2.2% | +10.5% | +7.5% |
| YTD | -13.9% | -4.3% | -9.6% | -13.8% |
| 1Y | -34.5% | +8.9% | -43.4% | -37.5% |
| All | +156.8% | +199.8% | -43.0% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling