-7.4%
BITO vs RY
+133.3%
-140.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.9% |
| 7D | +2.9% | +3.1% | -0.2% | +0.5% |
| 30D | +22.6% | -0.3% | +22.9% | +22.6% |
| 3M | +24.7% | +8.7% | +16.0% | +15.9% |
| 6M | +7.5% | +28.5% | -21.1% | -13.4% |
| YTD | -10.8% | +25.1% | -35.9% | -26.3% |
| 1Y | -29.9% | +46.3% | -76.2% | -49.1% |
| 3Y | +158.9% | +154.9% | +4.0% | +16.6% |
| All | -7.4% | +133.3% | -140.7% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling