-10.6%
BITO vs RNG
-71.6%
+61.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -5.8% | -9.6% | +3.8% | -3.8% |
| 30D | +21.1% | +8.8% | +12.3% | +18.9% |
| 3M | +23.5% | +78.6% | -55.1% | +7.7% |
| 6M | +8.3% | +70.3% | -62.0% | -5.8% |
| YTD | -13.9% | +140.3% | -154.2% | -32.2% |
| 1Y | -34.5% | +126.6% | -161.1% | -47.9% |
| 3Y | +147.0% | +120.2% | +26.8% | +89.3% |
| All | -10.6% | -71.6% | +61.0% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling