+16.7%
BABA vs DLTR
+45.2%
-28.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.2% |
| 7D | -2.2% | -10.2% | +8.1% | -0.6% |
| 30D | -17.3% | -8.5% | -8.8% | -16.3% |
| 3M | -7.8% | +5.6% | -13.3% | -8.7% |
| 6M | -16.8% | +2.2% | -19.0% | -17.6% |
| YTD | -24.7% | -3.8% | -20.9% | -24.8% |
| 1Y | -24.9% | +22.9% | -47.9% | -28.2% |
| 3Y | +29.1% | +2.0% | +27.1% | +24.1% |
| 5Y | -30.5% | +29.8% | -60.3% | -36.8% |
| 10Y | +16.7% | +45.0% | -28.3% | +1.8% |
| All | +16.7% | +45.2% | -28.5% | +1.8% |
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