+580.7%
DELL vs BIL
+19.8%
+560.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.3% |
| 7D | -11.8% | +0.1% | -11.9% | -12.3% |
| 30D | -40.8% | 0.0% | -40.8% | -39.9% |
| 3M | -23.6% | +0.6% | -24.2% | -21.7% |
| 6M | +33.4% | +1.5% | +31.9% | +38.7% |
| YTD | +178.0% | +2.8% | +175.2% | +193.5% |
| 1Y | +138.6% | +3.3% | +135.2% | +155.6% |
| 3Y | +400.9% | +13.4% | +387.5% | +371.1% |
| 5Y | +580.7% | +19.8% | +560.9% | +688.5% |
| All | +580.7% | +19.8% | +560.9% | +688.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling