+67.6%
DUK vs BIL
+13.8%
+53.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.1% |
| 7D | +1.9% | +0.1% | +1.9% | +1.4% |
| 30D | +8.9% | +0.3% | +8.5% | +6.3% |
| 3M | +5.6% | +1.0% | +4.6% | -1.5% |
| 6M | +7.0% | +1.9% | +5.1% | -6.0% |
| YTD | +14.0% | +3.2% | +10.9% | -7.4% |
| 1Y | +9.1% | +3.7% | +5.4% | -14.7% |
| 3Y | +67.6% | +13.8% | +53.7% | -36.8% |
| All | +67.6% | +13.8% | +53.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling