-9.4%
BITO vs ROST
+118.6%
-128.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +1.1% | -2.2% | +3.3% | +2.1% |
| 30D | +21.8% | -11.4% | +33.2% | +28.1% |
| 3M | +25.0% | -1.6% | +26.6% | +25.3% |
| 6M | +11.3% | +6.8% | +4.5% | +6.8% |
| YTD | -12.7% | +25.8% | -38.5% | -22.4% |
| 1Y | -32.3% | +52.4% | -84.7% | -45.3% |
| 3Y | +150.3% | +94.4% | +56.0% | +75.9% |
| All | -9.4% | +118.6% | -128.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 all: compounded portfolio wealth divided by compounded ROST 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…
all analysis · Full analysis span regression · 6 months rolling