-10.6%
BITO vs RY
+128.2%
-138.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -5.8% | -2.9% | -2.9% | -3.6% |
| 30D | +21.1% | -2.0% | +23.2% | +22.8% |
| 3M | +23.5% | +4.9% | +18.6% | +18.1% |
| 6M | +8.3% | +26.1% | -17.9% | -11.4% |
| YTD | -13.9% | +22.4% | -36.2% | -27.6% |
| 1Y | -34.5% | +44.7% | -79.3% | -52.1% |
| 3Y | +147.0% | +155.7% | -8.7% | +10.6% |
| All | -10.6% | +128.2% | -138.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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