+498.6%
DIA vs BIL
+30.4%
+468.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.4% |
| 7D | -0.2% | +0.1% | -0.3% | +0.2% |
| 30D | -1.5% | +0.3% | -1.9% | -0.2% |
| 3M | +3.8% | +0.9% | +2.8% | +7.7% |
| 6M | +10.3% | +1.8% | +8.4% | +18.5% |
| YTD | +12.1% | +2.4% | +9.6% | +23.4% |
| 1Y | +18.6% | +3.7% | +14.9% | +37.3% |
| 3Y | +60.6% | +14.2% | +46.5% | +173.5% |
| 5Y | +64.4% | +19.4% | +45.0% | +238.3% |
| 10Y | +250.1% | +25.2% | +224.9% | +789.2% |
| All | +498.6% | +30.4% | +468.3% | +1,452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling