+65.7%
DIA vs BIL
+19.4%
+46.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.1% |
| 30D | -1.5% | +0.3% | -1.9% | -1.2% |
| 3M | +3.8% | +0.9% | +2.8% | +5.0% |
| 6M | +10.3% | +1.8% | +8.4% | +12.4% |
| YTD | +12.1% | +2.4% | +9.6% | +14.6% |
| 1Y | +18.6% | +3.7% | +14.9% | +22.4% |
| 3Y | +60.6% | +14.2% | +46.5% | +58.3% |
| All | +65.7% | +19.4% | +46.3% | +54.5% |
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