+30.7%
BIL vs ROL
+1,554.5%
-1,523.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -0.3% | +9.5% | -9.8% | -0.3% |
| 30D | 0.0% | +22.9% | -22.9% | 0.0% |
| 3M | +0.6% | +3.5% | -2.9% | +0.6% |
| 6M | +1.5% | -29.4% | +30.9% | +1.5% |
| YTD | +2.8% | -36.1% | +38.8% | +2.7% |
| 1Y | +3.3% | -34.4% | +37.7% | +3.3% |
| 3Y | +13.5% | +4.0% | +9.5% | +13.5% |
| 5Y | +19.8% | +13.2% | +6.5% | +19.8% |
| 10Y | +25.6% | +219.7% | -194.1% | +25.7% |
| All | +30.7% | +1,554.5% | -1,523.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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