-20.9%
BITO vs RY
+125.6%
-146.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -9.2% | +0.6% | -9.8% | -9.6% |
| 30D | -15.9% | +5.0% | -21.0% | -19.1% |
| 3M | +7.3% | -5.3% | +12.6% | +11.9% |
| 6M | -15.2% | +13.8% | -29.0% | -24.3% |
| YTD | -23.8% | +21.0% | -44.7% | -35.3% |
| 1Y | -32.2% | +40.5% | -72.7% | -49.1% |
| 3Y | +55.1% | +159.7% | -104.6% | -31.3% |
| 5Y | -16.7% | +124.3% | -141.0% | -57.8% |
| All | -20.9% | +125.6% | -146.4% | -59.9% |
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