-7.4%
BITO vs RL
+224.7%
-232.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.3% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +22.6% | -7.8% | +30.4% | +26.3% |
| 3M | +24.7% | -4.0% | +28.6% | +25.8% |
| 6M | +7.5% | -1.9% | +9.3% | +6.4% |
| YTD | -10.8% | -0.2% | -10.6% | -12.4% |
| 1Y | -29.9% | +10.7% | -40.6% | -34.6% |
| 3Y | +158.9% | +210.8% | -51.8% | +40.4% |
| All | -7.4% | +224.7% | -232.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling