-23.4%
BITO vs ROP
+10.4%
-33.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.7% |
| 7D | -1.9% | +11.7% | -13.6% | -2.4% |
| 30D | -6.7% | +35.5% | -42.2% | -8.6% |
| 3M | +23.1% | +25.6% | -2.6% | +21.9% |
| 6M | -2.0% | +39.3% | -41.3% | -2.9% |
| YTD | -11.4% | +11.6% | -23.0% | -16.1% |
| 1Y | -23.4% | +10.6% | -34.0% | -27.4% |
| All | -23.4% | +10.4% | -33.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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