-7.4%
BITO vs URI
+197.7%
-205.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.0% |
| 7D | +2.9% | -2.0% | +4.9% | +3.6% |
| 30D | +22.6% | -12.9% | +35.5% | +28.6% |
| 3M | +24.7% | -6.7% | +31.4% | +26.6% |
| 6M | +7.5% | +19.0% | -11.5% | -2.3% |
| YTD | -10.8% | +25.5% | -36.3% | -21.4% |
| 1Y | -29.9% | +5.5% | -35.4% | -33.8% |
| 3Y | +158.9% | +111.3% | +47.6% | +75.0% |
| All | -7.4% | +197.7% | -205.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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