+30.3%
BIL vs DOC
+97.8%
-67.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | 0.0% |
| 7D | -0.3% | +8.7% | -9.0% | -0.3% |
| 30D | 0.0% | +7.6% | -7.7% | 0.0% |
| 3M | +0.3% | -5.3% | +5.6% | +0.3% |
| 6M | +1.2% | +27.6% | -26.4% | +1.2% |
| YTD | +2.4% | +32.4% | -30.0% | +2.4% |
| 1Y | +3.0% | +22.9% | -19.8% | +3.0% |
| 3Y | +13.1% | +43.1% | -30.0% | +13.1% |
| 5Y | +19.4% | -21.4% | +40.8% | +19.4% |
| 10Y | +25.1% | +16.8% | +8.3% | +25.2% |
| All | +30.3% | +97.8% | -67.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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