-32.2%
BITO vs RY
+38.8%
-71.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.3% |
| 3M | +7.3% | -5.3% | +12.6% | +11.2% |
| 6M | -15.2% | +13.8% | -29.0% | -25.7% |
| YTD | -23.8% | +21.0% | -44.7% | -37.2% |
| 1Y | -32.2% | +40.5% | -72.7% | -50.1% |
| All | -32.2% | +38.8% | -71.0% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling