-23.4%
BITO vs RRC
+44.7%
-68.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +2.8% |
| 7D | -1.9% | -6.8% | +4.8% | -2.1% |
| 30D | -6.7% | +34.7% | -41.5% | -6.6% |
| 3M | +23.1% | +31.5% | -8.5% | +23.3% |
| 6M | -2.0% | +21.8% | -23.8% | -0.8% |
| YTD | -11.4% | +48.9% | -60.2% | -13.8% |
| 1Y | -23.4% | +42.1% | -65.4% | -25.8% |
| All | -23.4% | +44.7% | -68.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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