+25.6%
BIL vs RL
+356.1%
-330.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.3% | -4.2% | +3.9% | -0.3% |
| 30D | 0.0% | +4.3% | -4.3% | 0.0% |
| 3M | +0.6% | -4.6% | +5.2% | +0.6% |
| 6M | +1.5% | +1.7% | -0.2% | +1.5% |
| YTD | +2.8% | +7.3% | -4.6% | +2.8% |
| 1Y | +3.3% | +20.8% | -17.5% | +3.3% |
| 3Y | +13.5% | +247.0% | -233.5% | +13.5% |
| 5Y | +19.8% | +225.5% | -205.7% | +19.8% |
| All | +25.6% | +356.1% | -330.5% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling