-10.6%
BITO vs ROL
-3.9%
-6.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -5.8% | -3.2% | -2.6% | -5.1% |
| 30D | +21.1% | -6.6% | +27.7% | +23.1% |
| 3M | +23.5% | -27.3% | +50.8% | +32.9% |
| 6M | +8.3% | -38.1% | +46.4% | +21.1% |
| YTD | -13.9% | -41.8% | +27.9% | -2.6% |
| 1Y | -34.5% | -37.8% | +3.3% | -27.8% |
| 3Y | +147.0% | -0.3% | +147.3% | +121.6% |
| All | -10.6% | -3.9% | -6.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling