+65.1%
RSP vs BITO
+54.7%
+10.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.5% |
| 7D | +2.4% | -9.2% | +11.6% | +3.3% |
| 30D | +4.3% | -15.9% | +20.2% | +6.0% |
| 3M | -0.3% | +7.3% | -7.7% | -1.1% |
| 6M | +9.8% | -15.2% | +25.0% | +11.3% |
| YTD | +16.8% | -23.8% | +40.6% | +19.0% |
| 1Y | +19.5% | -32.2% | +51.7% | +23.0% |
| 3Y | +65.1% | +55.1% | +10.1% | +64.1% |
| All | +65.1% | +54.7% | +10.5% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling