-10.6%
BITO vs RL
+211.2%
-221.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -5.8% | -2.2% | -3.6% | -5.0% |
| 30D | +21.1% | -15.3% | +36.5% | +29.4% |
| 3M | +23.5% | -10.3% | +33.8% | +28.3% |
| 6M | +8.3% | -2.2% | +10.5% | +7.2% |
| YTD | -13.9% | -4.3% | -9.6% | -14.0% |
| 1Y | -34.5% | +8.9% | -43.4% | -38.5% |
| 3Y | +147.0% | +201.4% | -54.4% | +35.4% |
| All | -10.6% | +211.2% | -221.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling