-10.6%
BITO vs RRC
+82.3%
-92.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.4% | -1.8% | -1.7% | -3.1% |
| 30D | +21.4% | +2.7% | +18.8% | +20.7% |
| 3M | +20.5% | +8.8% | +11.7% | +17.9% |
| 6M | +7.4% | -1.2% | +8.6% | +7.0% |
| YTD | -13.9% | +17.6% | -31.4% | -17.6% |
| 1Y | -35.1% | +18.4% | -53.5% | -38.2% |
| 3Y | +156.8% | +33.1% | +123.7% | +134.1% |
| All | -10.6% | +82.3% | -92.9% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling