+0.1%
DOW vs BIL
+22.5%
-22.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.8% |
| 30D | +13.2% | +0.3% | +12.8% | +15.8% |
| 3M | +10.1% | +1.0% | +9.1% | +17.2% |
| 6M | -13.1% | +1.9% | -14.9% | -2.2% |
| YTD | +46.1% | +3.2% | +42.9% | +77.7% |
| 1Y | +50.0% | +3.7% | +46.3% | +88.8% |
| 3Y | -20.2% | +13.8% | -34.1% | +62.6% |
| 5Y | -27.7% | +20.3% | -48.0% | +102.6% |
| All | +0.1% | +22.5% | -22.4% | +210.4% |
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 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