-41.1%
DIS vs BIL
+19.4%
-60.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.4% |
| 30D | +3.5% | +0.3% | +3.2% | +4.1% |
| 3M | +6.8% | +0.9% | +5.9% | +9.0% |
| 6M | +3.0% | +1.8% | +1.2% | +7.1% |
| YTD | -6.7% | +2.4% | -9.2% | -1.6% |
| 1Y | -10.1% | +3.7% | -13.8% | -3.0% |
| 3Y | +33.0% | +14.2% | +18.9% | +57.4% |
| All | -41.1% | +19.4% | -60.5% | +2.3% |
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 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