+26.5%
BAC vs DLTR
+29.2%
-2.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.6% | +2.5% | -1.9% | +0.4% |
| 30D | -0.9% | +2.1% | -3.0% | -1.0% |
| 3M | +16.3% | +20.3% | -4.0% | +14.7% |
| 6M | +26.0% | +11.5% | +14.5% | +25.2% |
| YTD | +15.2% | +6.8% | +8.4% | +14.6% |
| 1Y | +26.5% | +31.1% | -4.6% | +21.1% |
| All | +26.5% | +29.2% | -2.7% | +21.1% |
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 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