-7.4%
BITO vs URA
+92.9%
-100.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.8% |
| 7D | +2.9% | +1.1% | +1.8% | +2.4% |
| 30D | +22.6% | +7.4% | +15.2% | +18.7% |
| 3M | +24.7% | -8.4% | +33.0% | +28.6% |
| 6M | +7.5% | -12.7% | +20.2% | +11.7% |
| YTD | -10.8% | +7.8% | -18.6% | -15.6% |
| 1Y | -29.9% | +19.5% | -49.4% | -37.9% |
| 3Y | +158.9% | +116.4% | +42.5% | +59.9% |
| All | -7.4% | +92.9% | -100.2% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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