+172.1%
DELL vs BIL
+3.7%
+168.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.7% | +11.5% |
| 7D | +0.4% | +0.1% | +0.3% | -2.0% |
| 30D | -35.1% | +0.3% | -35.5% | -40.3% |
| 3M | -15.1% | +0.9% | -16.1% | -26.7% |
| 6M | +51.7% | +1.9% | +49.9% | +13.3% |
| YTD | +200.0% | +3.1% | +196.8% | +41.9% |
| 1Y | +172.1% | +3.7% | +168.4% | +14.0% |
| All | +172.1% | +3.7% | +168.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling