+25.2%
BIL vs ROP
+132.1%
-106.9%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.1% | -6.1% | +6.2% | +0.1% |
| 30D | +0.3% | -3.4% | +3.6% | +0.3% |
| 3M | +0.9% | +16.7% | -15.8% | +0.9% |
| 6M | +1.8% | +8.1% | -6.3% | +1.8% |
| YTD | +2.5% | -11.7% | +14.1% | +2.5% |
| 1Y | +3.7% | -24.2% | +27.9% | +3.7% |
| 3Y | +14.1% | -19.0% | +33.0% | +14.1% |
| 5Y | +19.4% | -15.9% | +35.3% | +19.4% |
| 10Y | +25.2% | +135.7% | -110.5% | +25.2% |
| All | +25.2% | +132.1% | -106.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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