-10.8%
DOW vs BIL
+21.7%
-32.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -2.8% |
| 7D | -2.4% | +0.1% | -2.5% | -1.8% |
| 30D | +0.4% | +0.3% | 0.0% | +2.5% |
| 3M | -14.4% | +0.9% | -15.3% | -9.3% |
| 6M | -7.0% | +1.8% | -8.8% | +4.0% |
| YTD | +30.2% | +2.4% | +27.8% | +51.0% |
| 1Y | +29.2% | +3.7% | +25.5% | +63.2% |
| 3Y | -36.7% | +14.2% | -50.9% | +30.3% |
| 5Y | -37.7% | +19.4% | -57.1% | +66.1% |
| All | -10.8% | +21.7% | -32.5% | +163.1% |
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