+23.3%
BIL vs REPL
+35.1%
-11.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | -0.3% | +22.8% | -23.0% | -0.3% |
| 30D | 0.0% | +63.8% | -63.8% | 0.0% |
| 3M | +0.3% | +68.1% | -67.8% | +0.3% |
| 6M | +1.2% | +528.5% | -527.2% | +1.2% |
| YTD | +2.5% | +122.4% | -120.0% | +2.5% |
| 1Y | +3.0% | +154.4% | -151.3% | +3.0% |
| 3Y | +13.2% | +68.0% | -54.8% | +13.2% |
| 5Y | +19.4% | -35.4% | +54.8% | +19.4% |
| All | +23.3% | +35.1% | -11.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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