+25.3%
BIL vs RMBS
+554.0%
-528.7%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +0.3% | -11.5% | +11.8% | +0.3% |
| 3M | +0.9% | -38.2% | +39.1% | +0.9% |
| 6M | +1.8% | -4.8% | +6.6% | +1.8% |
| YTD | +2.5% | -7.1% | +9.6% | +2.5% |
| 1Y | +3.7% | +10.7% | -7.0% | +3.7% |
| 3Y | +14.1% | +54.5% | -40.4% | +14.1% |
| 5Y | +19.4% | +261.7% | -242.2% | +19.4% |
| All | +25.3% | +554.0% | -528.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling