+30.4%
BIL vs RSG
+1,024.5%
-994.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +0.3% | +3.3% | -3.0% | +0.3% |
| 3M | +0.9% | +8.5% | -7.6% | +0.9% |
| 6M | +1.8% | -3.5% | +5.3% | +1.8% |
| YTD | +2.5% | +5.5% | -3.0% | +2.5% |
| 1Y | +3.7% | -1.7% | +5.4% | +3.7% |
| 3Y | +14.1% | +56.9% | -42.8% | +14.2% |
| 5Y | +19.4% | +89.4% | -70.0% | +19.6% |
| 10Y | +25.3% | +412.5% | -387.3% | +25.9% |
| All | +30.4% | +1,024.5% | -994.1% | +31.4% |
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