-4.9%
DOW vs BIL
+22.0%
-26.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | -9.5% | -0.3% | -9.2% | -10.6% |
| 30D | +13.1% | 0.0% | +13.1% | +13.7% |
| 3M | +4.8% | +0.6% | +4.2% | +9.6% |
| 6M | -16.7% | +1.5% | -18.2% | -7.8% |
| YTD | +38.9% | +2.8% | +36.1% | +65.2% |
| 1Y | +48.3% | +3.3% | +44.9% | +83.4% |
| 3Y | -24.4% | +13.5% | -37.8% | +51.8% |
| 5Y | -29.2% | +19.8% | -49.0% | +93.7% |
| All | -4.9% | +22.0% | -26.9% | +187.7% |
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