-22.5%
DIS vs BIL
+20.3%
-42.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | +1.9% | +0.1% | +1.8% | +2.1% |
| 30D | +9.2% | +0.3% | +8.8% | +10.3% |
| 3M | +13.5% | +1.0% | +12.6% | +16.7% |
| 6M | +14.3% | +1.9% | +12.4% | +21.1% |
| YTD | +5.4% | +3.2% | +2.2% | +16.3% |
| 1Y | +12.2% | +3.7% | +8.5% | +25.7% |
| 3Y | +37.2% | +13.8% | +23.4% | +77.7% |
| All | -22.5% | +20.3% | -42.8% | +74.2% |
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