+24.9%
BIL vs DG
+606.1%
-581.2%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | +8.4% | -8.3% | +0.1% |
| 30D | +0.3% | +4.9% | -4.6% | +0.3% |
| 3M | +0.9% | +29.3% | -28.4% | +0.9% |
| 6M | +1.8% | -11.3% | +13.1% | +1.8% |
| YTD | +2.4% | +1.8% | +0.7% | +2.4% |
| 1Y | +3.7% | +25.3% | -21.6% | +3.7% |
| 3Y | +14.2% | +9.1% | +5.1% | +14.2% |
| 5Y | +19.4% | -34.9% | +54.3% | +19.4% |
| 10Y | +25.2% | +108.2% | -82.9% | +25.2% |
| All | +24.9% | +606.1% | -581.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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