+490.7%
O vs BIL
+30.4%
+460.3%
-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 | +3.7% | -0.3% | +4.0% | +3.1% |
| 30D | +11.2% | 0.0% | +11.2% | +11.2% |
| 3M | -4.0% | +0.3% | -4.3% | -3.3% |
| 6M | -5.2% | +1.2% | -6.5% | -2.5% |
| YTD | +9.5% | +2.5% | +7.0% | +15.9% |
| 1Y | +10.6% | +3.0% | +7.6% | +18.7% |
| 3Y | +38.1% | +13.2% | +25.0% | +87.9% |
| 5Y | +10.2% | +19.4% | -9.2% | +73.0% |
| 10Y | +71.4% | +25.2% | +46.2% | +203.9% |
| All | +490.7% | +30.4% | +460.3% | +699.9% |
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