+53.3%
DIA vs BIL
+19.4%
+33.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -0.3% | -0.7% | -1.2% |
| 30D | +0.3% | 0.0% | +0.3% | +0.2% |
| 3M | -4.5% | +0.3% | -4.8% | -4.1% |
| 6M | +3.4% | +1.2% | +2.1% | +5.0% |
| YTD | +7.8% | +2.5% | +5.3% | +10.5% |
| 1Y | +10.7% | +3.0% | +7.7% | +14.0% |
| 3Y | +57.5% | +13.2% | +44.4% | +55.6% |
| All | +53.3% | +19.4% | +33.9% | +44.6% |
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