+15.3%
BIL vs USAR
-21.7%
+37.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | 0.0% |
| 7D | +0.1% | -9.1% | +9.1% | +0.1% |
| 30D | 0.0% | -36.9% | +36.9% | 0.0% |
| 3M | +0.6% | -58.4% | +59.0% | +0.6% |
| 6M | +1.5% | -70.6% | +72.1% | +1.5% |
| YTD | +2.8% | -33.4% | +36.2% | +2.8% |
| 1Y | +3.3% | -54.0% | +57.4% | +3.3% |
| 3Y | +13.4% | -22.7% | +36.1% | +13.5% |
| All | +15.3% | -21.7% | +37.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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