+30.3%
BIL vs OMC
+177.3%
-147.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | -6.4% | +6.5% | +0.1% |
| 30D | +0.3% | +1.1% | -0.8% | +0.3% |
| 3M | +0.9% | +10.4% | -9.5% | +1.0% |
| 6M | +1.8% | -1.7% | +3.5% | +1.8% |
| YTD | +2.4% | +4.4% | -2.0% | +2.5% |
| 1Y | +3.7% | +8.4% | -4.7% | +3.8% |
| 3Y | +14.2% | +14.4% | -0.2% | +14.2% |
| 5Y | +19.4% | +33.9% | -14.5% | +19.5% |
| 10Y | +25.2% | +34.9% | -9.6% | +25.4% |
| All | +30.3% | +177.3% | -147.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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