+813.6%
DLR vs BIL
+30.4%
+783.2%
-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% | +0.3% | -9.2% | -8.3% |
| 6M | -11.6% | +1.2% | -12.8% | -9.3% |
| YTD | +14.9% | +2.5% | +12.4% | +20.6% |
| 1Y | +6.4% | +3.0% | +3.4% | +13.0% |
| 3Y | +47.3% | +13.2% | +34.1% | +88.3% |
| 5Y | +32.8% | +19.4% | +13.4% | +92.2% |
| 10Y | +169.6% | +25.2% | +144.4% | +338.2% |
| All | +813.6% | +30.4% | +783.2% | +1,290.0% |
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