+156.8%
BITO vs RRX
+5.4%
+151.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +21.4% | -6.1% | +27.5% | +23.0% |
| 3M | +20.5% | -23.1% | +43.5% | +26.4% |
| 6M | +7.4% | -19.5% | +26.9% | +10.3% |
| YTD | -13.9% | +16.1% | -29.9% | -21.5% |
| 1Y | -35.1% | +12.9% | -48.0% | -40.6% |
| 3Y | +156.8% | +7.9% | +148.9% | +170.3% |
| All | +156.8% | +5.4% | +151.5% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling