-10.6%
BITO vs RRC
+81.9%
-92.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -3.4% | -2.0% | -1.4% | -3.0% |
| 30D | +21.4% | +2.4% | +19.0% | +20.8% |
| 3M | +20.5% | +8.6% | +11.9% | +18.0% |
| 6M | +7.4% | -1.4% | +8.8% | +7.0% |
| YTD | -13.9% | +17.3% | -31.2% | -17.6% |
| 1Y | -35.1% | +18.1% | -53.2% | -38.1% |
| 3Y | +156.8% | +32.8% | +124.1% | +134.2% |
| All | -10.6% | +81.9% | -92.4% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling