+506.9%
O vs BIL
+30.4%
+476.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.5% |
| 30D | -1.9% | +0.3% | -2.2% | -1.1% |
| 3M | +3.8% | +0.9% | +2.9% | +6.1% |
| 6M | -4.7% | +1.8% | -6.6% | -0.6% |
| YTD | +12.5% | +2.4% | +10.0% | +19.0% |
| 1Y | +10.8% | +3.7% | +7.1% | +20.8% |
| 3Y | +28.8% | +14.2% | +14.6% | +79.5% |
| 5Y | +13.2% | +19.4% | -6.2% | +77.6% |
| 10Y | +53.5% | +25.2% | +28.2% | +172.2% |
| All | +506.9% | +30.4% | +476.5% | +722.1% |
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