+214.5%
BAC vs DLTR
+80.3%
+134.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | -6.4% | +21.5% | -27.9% | -10.4% |
| 3M | -21.7% | +9.8% | -31.5% | -23.5% |
| 6M | +0.5% | +58.6% | -58.1% | -10.3% |
| YTD | -6.7% | +14.8% | -21.5% | -10.9% |
| 1Y | -4.7% | +33.0% | -37.7% | -12.2% |
| 3Y | +96.1% | +23.8% | +72.2% | +77.7% |
| 5Y | +21.7% | +24.9% | -3.2% | +5.7% |
| All | +214.5% | +80.3% | +134.1% | +139.0% |
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