+382.8%
DUK vs BIL
+30.4%
+352.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -1.7% | +0.3% | -2.0% | -1.1% |
| 3M | -0.4% | +0.9% | -1.4% | +1.3% |
| 6M | -7.2% | +1.8% | -9.1% | -4.1% |
| YTD | +5.3% | +2.4% | +2.8% | +10.1% |
| 1Y | +3.0% | +3.7% | -0.8% | +10.2% |
| 3Y | +53.1% | +14.2% | +38.9% | +99.4% |
| 5Y | +37.9% | +19.4% | +18.5% | +98.4% |
| 10Y | +124.8% | +25.2% | +99.6% | +263.4% |
| All | +382.8% | +30.4% | +352.5% | +541.0% |
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