-29.9%
BITO vs RSG
-3.6%
-26.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.8% |
| 7D | +2.9% | +0.3% | +2.6% | +3.0% |
| 30D | +22.6% | +7.6% | +15.0% | +26.2% |
| 3M | +24.7% | +7.4% | +17.2% | +28.5% |
| 6M | +7.5% | -3.3% | +10.7% | +8.3% |
| YTD | -10.8% | +6.0% | -16.8% | -7.5% |
| 1Y | -29.9% | -3.7% | -26.2% | -29.7% |
| All | -29.9% | -3.6% | -26.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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