+11.7%
BABA vs DLTR
+80.3%
-68.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.9% |
| 7D | -12.7% | +2.4% | -15.1% | -13.0% |
| 30D | -14.9% | +21.5% | -36.4% | -17.5% |
| 3M | -24.6% | +9.8% | -34.5% | -26.0% |
| 6M | -29.3% | +58.6% | -88.0% | -34.7% |
| YTD | -35.0% | +14.8% | -49.9% | -37.0% |
| 1Y | -39.7% | +33.0% | -72.7% | -43.0% |
| 3Y | +21.2% | +23.8% | -2.7% | +13.0% |
| 5Y | -39.9% | +24.9% | -64.8% | -44.9% |
| All | +11.7% | +80.3% | -68.6% | -6.5% |
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