-29.9%
BITO vs RNG
+144.7%
-174.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.1% |
| 7D | +2.9% | +5.8% | -2.9% | +2.4% |
| 30D | +22.6% | +19.6% | +3.0% | +20.6% |
| 3M | +24.7% | +67.0% | -42.4% | +18.4% |
| 6M | +7.5% | +88.4% | -80.9% | -0.1% |
| YTD | -10.8% | +155.5% | -166.3% | -22.4% |
| 1Y | -29.9% | +141.7% | -171.6% | -38.3% |
| All | -29.9% | +144.7% | -174.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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