+30.8%
BIL vs DRI
+943.6%
-912.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | +0.1% |
| 30D | 0.0% | +16.2% | -16.3% | 0.0% |
| 3M | +0.6% | +8.4% | -7.8% | +0.6% |
| 6M | +1.5% | +19.0% | -17.5% | +1.5% |
| YTD | +2.8% | +28.8% | -26.1% | +2.8% |
| 1Y | +3.3% | +33.1% | -29.8% | +3.4% |
| 3Y | +13.4% | +70.8% | -57.4% | +13.5% |
| 5Y | +19.8% | +74.2% | -54.4% | +19.9% |
| 10Y | +25.6% | +345.5% | -319.9% | +25.9% |
| All | +30.8% | +943.6% | -912.9% | +31.3% |
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