+160.3%
BITO vs RY
+155.7%
+4.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.4% |
| 7D | +1.1% | -0.5% | +1.6% | +1.5% |
| 30D | +21.8% | -1.9% | +23.7% | +23.0% |
| 3M | +25.0% | +5.1% | +19.9% | +20.1% |
| 6M | +11.3% | +28.2% | -16.8% | -7.6% |
| YTD | -12.7% | +22.9% | -35.6% | -25.2% |
| 1Y | -32.3% | +45.5% | -77.8% | -48.3% |
| All | +160.3% | +155.7% | +4.6% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling