+26.6%
BA vs DLTR
+84.2%
-57.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | 0.0% | +5.0% | -5.0% | -1.5% |
| 30D | -8.9% | +18.7% | -27.6% | -13.4% |
| 3M | -25.5% | +8.9% | -34.4% | -27.7% |
| 6M | -27.0% | +49.4% | -76.4% | -35.8% |
| YTD | -20.1% | +14.5% | -34.6% | -24.7% |
| 1Y | -11.0% | +32.5% | -43.5% | -19.8% |
| 3Y | -11.8% | +23.4% | -35.3% | -22.3% |
| 5Y | -20.6% | +26.2% | -46.8% | -33.7% |
| 10Y | +26.6% | +82.4% | -55.8% | -6.4% |
| All | +26.6% | +84.2% | -57.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling