-10.6%
BITO vs ROP
-15.7%
+5.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -4.6% | +1.2% | -1.4% |
| 30D | +21.4% | -1.7% | +23.1% | +22.5% |
| 3M | +20.5% | +17.1% | +3.4% | +10.7% |
| 6M | +7.4% | +10.9% | -3.5% | +1.1% |
| YTD | -13.9% | -12.1% | -1.8% | -8.3% |
| 1Y | -35.1% | -24.2% | -10.8% | -24.6% |
| 3Y | +156.8% | -20.4% | +177.2% | +180.0% |
| All | -10.6% | -15.7% | +5.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling