+72.3%
BA vs DLTR
+50.3%
+22.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.8% |
| 7D | +2.5% | -5.8% | +8.3% | +4.1% |
| 30D | -10.1% | -5.2% | -4.9% | -8.9% |
| 3M | -2.4% | +15.2% | -17.6% | -6.7% |
| 6M | -8.8% | +7.1% | -15.9% | -11.7% |
| YTD | -2.9% | +0.8% | -3.8% | -4.7% |
| 1Y | -8.8% | +24.8% | -33.5% | -16.3% |
| 3Y | -0.3% | +6.9% | -7.2% | -8.1% |
| 5Y | -0.3% | +33.2% | -33.6% | -19.2% |
| 10Y | +72.3% | +51.6% | +20.8% | +30.1% |
| All | +72.3% | +50.3% | +22.1% | +30.1% |
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