+30.4%
BIL vs DRI
+928.1%
-897.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +2.8% | -3.1% | -0.3% |
| 30D | 0.0% | +13.3% | -13.3% | 0.0% |
| 3M | +0.3% | +8.2% | -7.9% | +0.3% |
| 6M | +1.2% | +17.5% | -16.3% | +1.3% |
| YTD | +2.5% | +26.9% | -24.5% | +2.5% |
| 1Y | +3.0% | +31.6% | -28.5% | +3.1% |
| 3Y | +13.2% | +67.0% | -53.8% | +13.2% |
| 5Y | +19.4% | +72.9% | -53.5% | +19.5% |
| 10Y | +25.2% | +371.3% | -346.1% | +25.5% |
| All | +30.4% | +928.1% | -897.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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