+19.3%
BABA vs DLTR
+139.6%
-120.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.6% | -8.4% | -4.5% |
| 7D | +3.8% | -1.0% | +4.8% | +3.8% |
| 30D | -5.4% | +15.7% | -21.0% | -7.8% |
| 3M | -17.9% | +4.8% | -22.8% | -18.9% |
| 6M | -24.1% | +45.6% | -69.7% | -29.3% |
| YTD | -27.4% | +11.6% | -39.0% | -29.5% |
| 1Y | -36.1% | +29.8% | -65.8% | -39.6% |
| 3Y | +35.4% | +20.8% | +14.6% | +25.8% |
| 5Y | -30.1% | +23.5% | -53.6% | -36.6% |
| 10Y | +15.8% | +80.5% | -64.6% | -9.5% |
| All | +19.3% | +139.6% | -120.4% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling