+30.3%
BIL vs DD
+184.7%
-154.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | -3.5% | +3.6% | +0.1% |
| 30D | +0.3% | -10.3% | +10.6% | +0.3% |
| 3M | +0.9% | -7.5% | +8.5% | +0.9% |
| 6M | +1.8% | -8.0% | +9.8% | +1.8% |
| YTD | +2.4% | +10.5% | -8.0% | +2.5% |
| 1Y | +3.7% | +38.3% | -34.5% | +3.8% |
| 3Y | +14.2% | +42.5% | -28.3% | +14.2% |
| 5Y | +19.4% | +60.2% | -40.8% | +19.5% |
| 10Y | +25.2% | +68.9% | -43.6% | +25.3% |
| All | +30.3% | +184.7% | -154.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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