+77.5%
DE vs BIL
+14.1%
+63.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +1.5% |
| 30D | +9.6% | +0.3% | +9.4% | +12.8% |
| 3M | +19.0% | +0.9% | +18.1% | +30.1% |
| 6M | +16.1% | +1.8% | +14.2% | +36.3% |
| YTD | +47.0% | +2.5% | +44.6% | +80.3% |
| 1Y | +43.1% | +3.7% | +39.4% | +88.7% |
| 3Y | +77.5% | +14.1% | +63.4% | +383.7% |
| All | +77.5% | +14.1% | +63.4% | +383.7% |
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