+1,575.4%
DE vs BIL
+30.4%
+1,545.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | +0.1% |
| 7D | +10.0% | +0.1% | +9.9% | +10.8% |
| 30D | +13.3% | +0.3% | +13.0% | +16.2% |
| 3M | +17.5% | +0.9% | +16.6% | +26.3% |
| 6M | +13.6% | +1.8% | +11.7% | +30.6% |
| YTD | +49.8% | +2.4% | +47.3% | +80.3% |
| 1Y | +47.9% | +3.7% | +44.1% | +95.8% |
| 3Y | +72.5% | +14.2% | +58.4% | +381.2% |
| 5Y | +90.2% | +19.4% | +70.8% | +654.8% |
| 10Y | +865.4% | +25.2% | +840.2% | +5,524.4% |
| All | +1,575.4% | +30.4% | +1,545.0% | +10,738.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling