+24.7%
BIL vs ROKU
+880.6%
-855.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.3% | +2.1% | -1.8% | +0.3% |
| 3M | +0.9% | +29.5% | -28.6% | +0.9% |
| 6M | +1.8% | +53.8% | -52.0% | +1.8% |
| YTD | +2.5% | +42.8% | -40.3% | +2.5% |
| 1Y | +3.7% | +60.7% | -57.0% | +3.7% |
| 3Y | +14.1% | +83.9% | -69.8% | +14.1% |
| 5Y | +19.5% | -52.8% | +72.3% | +19.5% |
| All | +24.7% | +880.6% | -855.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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