-10.4%
DOW vs BIL
+21.7%
-32.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.4% |
| 30D | +2.0% | +0.3% | +1.7% | +3.8% |
| 3M | -12.5% | +0.9% | -13.4% | -7.6% |
| 6M | -9.2% | +1.8% | -11.0% | +1.4% |
| YTD | +30.8% | +2.5% | +28.3% | +51.8% |
| 1Y | +29.4% | +3.7% | +25.7% | +63.1% |
| 3Y | -34.6% | +14.1% | -48.6% | +34.3% |
| 5Y | -35.9% | +19.4% | -55.4% | +71.0% |
| All | -10.4% | +21.7% | -32.1% | +164.2% |
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 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