+26.1%
BIL vs RNG
+234.5%
-208.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | +4.6% | -4.5% | +0.1% |
| 30D | +0.3% | +0.4% | -0.1% | +0.3% |
| 3M | +1.0% | +11.4% | -10.5% | +1.0% |
| 6M | +1.9% | +95.7% | -93.8% | +1.9% |
| YTD | +3.2% | +162.9% | -159.7% | +3.2% |
| 1Y | +3.7% | +180.3% | -176.6% | +3.7% |
| 3Y | +13.8% | +188.3% | -174.5% | +13.8% |
| 5Y | +20.3% | -72.5% | +92.8% | +20.3% |
| All | +26.1% | +234.5% | -208.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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