+94.7%
DE vs BIL
+13.4%
+81.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.6% |
| 30D | +9.3% | 0.0% | +9.3% | +10.7% |
| 3M | +12.2% | +0.6% | +11.6% | +19.9% |
| 6M | +18.1% | +1.5% | +16.6% | +36.5% |
| YTD | +49.8% | +2.8% | +47.0% | +87.1% |
| 1Y | +46.4% | +3.3% | +43.0% | +87.6% |
| All | +94.7% | +13.4% | +81.3% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling