+813.6%
DLR vs BIL
+30.8%
+782.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -3.6% | -0.3% | -3.3% | -4.0% |
| 30D | -3.5% | 0.0% | -3.5% | -3.4% |
| 3M | -8.9% | +0.6% | -9.5% | -7.8% |
| 6M | -11.6% | +1.5% | -13.1% | -8.8% |
| YTD | +14.9% | +2.8% | +12.2% | +21.3% |
| 1Y | +6.4% | +3.3% | +3.1% | +13.6% |
| 3Y | +47.3% | +13.5% | +33.8% | +89.4% |
| 5Y | +32.8% | +19.8% | +13.0% | +93.3% |
| 10Y | +169.6% | +25.6% | +144.0% | +340.8% |
| All | +813.6% | +30.8% | +782.9% | +1,298.4% |
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