+25.3%
BIL vs RL
+304.3%
-279.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | +1.9% | -1.8% | +0.1% |
| 30D | +0.3% | -12.2% | +12.5% | +0.3% |
| 3M | +0.9% | -6.6% | +7.5% | +0.9% |
| 6M | +1.8% | +3.2% | -1.3% | +1.8% |
| YTD | +2.5% | -1.3% | +3.8% | +2.5% |
| 1Y | +3.7% | +13.6% | -9.9% | +3.7% |
| 3Y | +14.1% | +210.9% | -196.8% | +14.1% |
| 5Y | +19.4% | +246.9% | -227.4% | +19.4% |
| 10Y | +25.3% | +310.1% | -284.8% | +25.3% |
| All | +25.3% | +304.3% | -279.1% | +25.3% |
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