+1,122.0%
DELL vs BIL
+19.4%
+1,102.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +25.6% | +0.1% | +25.5% | +25.8% |
| 30D | +17.7% | +0.3% | +17.4% | +18.3% |
| 3M | +33.4% | +0.9% | +32.5% | +35.3% |
| 6M | +266.2% | +1.8% | +264.4% | +274.6% |
| YTD | +328.0% | +2.5% | +325.5% | +341.8% |
| 1Y | +339.6% | +3.7% | +335.9% | +368.7% |
| 3Y | +694.6% | +14.1% | +680.5% | +625.8% |
| 5Y | +1,122.0% | +19.4% | +1,102.6% | +1,198.9% |
| All | +1,122.0% | +19.4% | +1,102.6% | +1,198.9% |
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