+31.3%
BIL vs RSG
+1,187.7%
-1,156.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +0.3% | +12.7% | -12.4% | +0.4% |
| 3M | +1.0% | +17.9% | -17.0% | +1.0% |
| 6M | +1.9% | +25.0% | -23.1% | +1.9% |
| YTD | +3.2% | +20.8% | -17.6% | +3.2% |
| 1Y | +3.7% | +24.3% | -20.6% | +3.8% |
| 3Y | +13.8% | +65.3% | -51.4% | +14.0% |
| 5Y | +20.3% | +99.1% | -78.8% | +20.5% |
| 10Y | +26.2% | +452.4% | -426.2% | +26.9% |
| All | +31.3% | +1,187.7% | -1,156.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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