-35.1%
BITO vs ROL
-37.8%
+2.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.1% |
| 7D | -3.4% | -3.2% | -0.3% | -3.8% |
| 30D | +21.4% | -4.9% | +26.3% | +20.8% |
| 3M | +20.5% | -25.8% | +46.3% | +15.3% |
| 6M | +7.4% | -37.6% | +44.9% | -1.1% |
| YTD | -13.9% | -41.5% | +27.6% | -20.4% |
| 1Y | -35.1% | -39.5% | +4.4% | -38.3% |
| All | -35.1% | -37.8% | +2.7% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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