-35.1%
BITO vs RNG
+128.1%
-163.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | -6.1% | +2.6% | -2.8% |
| 30D | +21.4% | +9.6% | +11.8% | +20.4% |
| 3M | +20.5% | +83.3% | -62.8% | +12.9% |
| 6M | +7.4% | +77.9% | -70.6% | +0.5% |
| YTD | -13.9% | +139.9% | -153.8% | -24.7% |
| 1Y | -35.1% | +121.7% | -156.7% | -42.4% |
| All | -35.1% | +128.1% | -163.1% | -42.4% |
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