+30.4%
BIL vs RL
+443.6%
-413.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +0.3% | -4.6% | +4.9% | +0.3% |
| 6M | +1.2% | +1.7% | -0.5% | +1.2% |
| YTD | +2.5% | +7.3% | -4.9% | +2.5% |
| 1Y | +3.0% | +20.8% | -17.7% | +3.1% |
| 3Y | +13.2% | +247.0% | -233.8% | +13.2% |
| 5Y | +19.4% | +225.5% | -206.0% | +19.5% |
| 10Y | +25.2% | +363.0% | -337.8% | +25.3% |
| All | +30.4% | +443.6% | -413.2% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling