+31.3%
BIL vs DINO
+520.3%
-489.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +5.7% | -5.6% | +0.1% |
| 30D | +0.3% | -19.6% | +19.9% | +0.3% |
| 3M | +1.0% | +11.8% | -10.8% | +1.0% |
| 6M | +1.9% | +49.0% | -47.1% | +1.9% |
| YTD | +3.2% | +128.1% | -124.9% | +3.2% |
| 1Y | +3.7% | +96.3% | -92.6% | +3.8% |
| 3Y | +13.8% | +113.8% | -100.0% | +13.9% |
| 5Y | +20.3% | +252.7% | -232.4% | +20.4% |
| 10Y | +26.2% | +451.4% | -425.2% | +26.5% |
| All | +31.3% | +520.3% | -489.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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