+165.8%
DLR vs BIL
+25.3%
+140.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | -2.2% | +0.3% | -2.5% | -3.0% |
| 3M | +4.7% | +0.9% | +3.8% | +2.2% |
| 6M | +9.0% | +1.8% | +7.2% | +3.4% |
| YTD | +24.1% | +2.5% | +21.7% | +15.5% |
| 1Y | +20.9% | +3.7% | +17.2% | +8.2% |
| 3Y | +60.0% | +14.1% | +46.0% | +1.1% |
| 5Y | +35.3% | +19.4% | +15.9% | -25.4% |
| 10Y | +165.8% | +25.3% | +140.5% | +19.6% |
| All | +165.8% | +25.3% | +140.5% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling