-9.1%
BITO vs RRC
+85.1%
-94.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | +20.0% | +9.4% | +10.6% | +17.7% |
| 3M | +22.8% | +7.4% | +15.4% | +20.5% |
| 6M | +13.1% | +1.5% | +11.6% | +12.0% |
| YTD | -12.5% | +19.4% | -31.9% | -16.5% |
| 1Y | -32.6% | +24.2% | -56.8% | -36.5% |
| 3Y | +151.0% | +32.8% | +118.3% | +129.0% |
| All | -9.1% | +85.1% | -94.2% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling