+30.4%
BIL vs RRX
+361.2%
-330.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.3% | -8.0% | +8.3% | +0.3% |
| 3M | +0.9% | -22.0% | +22.9% | +0.9% |
| 6M | +1.8% | -11.9% | +13.7% | +1.8% |
| YTD | +2.5% | +17.1% | -14.6% | +2.5% |
| 1Y | +3.7% | +14.9% | -11.2% | +3.7% |
| 3Y | +14.1% | +6.9% | +7.2% | +14.1% |
| 5Y | +19.4% | +19.6% | -0.1% | +19.5% |
| 10Y | +25.3% | +215.9% | -190.7% | +25.5% |
| All | +30.4% | +361.2% | -330.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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