-10.6%
BITO vs ROK
+46.6%
-57.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | +21.4% | -4.8% | +26.2% | +24.1% |
| 3M | +20.5% | -6.1% | +26.6% | +23.1% |
| 6M | +7.4% | +15.5% | -8.1% | -1.5% |
| YTD | -13.9% | +11.2% | -25.0% | -19.6% |
| 1Y | -35.1% | +23.8% | -58.9% | -42.5% |
| 3Y | +156.8% | +53.1% | +103.7% | +95.5% |
| All | -10.6% | +46.6% | -57.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling