+14.8%
RSP vs BITO
-34.7%
+49.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -3.4% | +1.6% | -1.6% |
| 30D | -2.8% | +21.4% | -24.2% | -4.6% |
| 3M | +2.8% | +20.5% | -17.7% | +0.9% |
| 6M | +10.2% | +7.4% | +2.8% | +9.2% |
| YTD | +13.1% | -13.9% | +27.0% | +13.9% |
| 1Y | +14.8% | -35.1% | +49.8% | +20.2% |
| All | +14.8% | -34.7% | +49.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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