-12.7%
BABA vs DLTR
+29.2%
-42.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -4.8% | +2.5% | -7.2% | -4.9% |
| 30D | -11.9% | +2.1% | -14.0% | -12.0% |
| 3M | -9.3% | +20.3% | -29.5% | -10.2% |
| 6M | -14.2% | +11.5% | -25.8% | -14.2% |
| YTD | -22.0% | +6.8% | -28.9% | -21.4% |
| 1Y | -12.7% | +31.1% | -43.8% | -14.4% |
| All | -12.7% | +29.2% | -42.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling