+30.8%
BIL vs ROP
+823.7%
-793.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | 0.0% | +29.5% | -29.6% | 0.0% |
| 3M | +0.6% | +17.5% | -17.0% | +0.6% |
| 6M | +1.5% | +38.1% | -36.6% | +1.6% |
| YTD | +2.8% | +7.0% | -4.2% | +2.8% |
| 1Y | +3.3% | +6.5% | -3.2% | +3.4% |
| 3Y | +13.4% | -5.5% | +18.9% | +13.4% |
| 5Y | +19.8% | -0.4% | +20.2% | +19.8% |
| 10Y | +25.6% | +183.6% | -157.9% | +26.1% |
| All | +30.8% | +823.7% | -793.0% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling