+418.8%
DUK vs BIL
+31.3%
+387.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | +8.0% | +0.3% | +7.6% | +8.6% |
| 3M | +4.7% | +1.0% | +3.7% | +6.5% |
| 6M | +6.1% | +1.9% | +4.2% | +9.7% |
| YTD | +13.1% | +3.2% | +9.9% | +19.8% |
| 1Y | +8.2% | +3.7% | +4.5% | +15.7% |
| 3Y | +66.2% | +13.8% | +52.3% | +114.5% |
| 5Y | +55.3% | +20.3% | +35.0% | +126.3% |
| 10Y | +157.6% | +26.2% | +131.4% | +322.4% |
| All | +418.8% | +31.3% | +387.5% | +597.6% |
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