-29.5%
DOW vs BIL
+19.8%
-49.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | -9.5% | -0.3% | -9.2% | -10.4% |
| 30D | +13.1% | 0.0% | +13.1% | +13.9% |
| 3M | +4.8% | +0.6% | +4.2% | +9.5% |
| 6M | -16.7% | +1.5% | -18.2% | -8.4% |
| YTD | +38.9% | +2.8% | +36.1% | +63.0% |
| 1Y | +48.3% | +3.3% | +44.9% | +80.0% |
| 3Y | -24.4% | +13.5% | -37.8% | +31.7% |
| All | -29.5% | +19.8% | -49.3% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling