+26.1%
BIL vs RL
+337.1%
-310.9%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +0.3% | +2.9% | -2.6% | +0.3% |
| 3M | +1.0% | 0.0% | +1.0% | +1.0% |
| 6M | +1.9% | +17.1% | -15.2% | +1.9% |
| YTD | +3.2% | +10.1% | -6.9% | +3.2% |
| 1Y | +3.7% | +17.3% | -13.6% | +3.7% |
| 3Y | +13.8% | +249.3% | -235.5% | +13.8% |
| 5Y | +20.3% | +240.9% | -220.6% | +20.3% |
| All | +26.1% | +337.1% | -310.9% | +26.2% |
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