+392.9%
BAC vs DLTR
+45.3%
+347.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | 0.0% | -10.1% | +10.1% | +2.2% |
| 30D | -2.8% | -8.1% | +5.3% | -1.1% |
| 3M | +14.2% | +2.9% | +11.4% | +13.1% |
| 6M | +30.5% | +4.3% | +26.2% | +27.8% |
| YTD | +15.8% | -3.9% | +19.7% | +15.2% |
| 1Y | +26.2% | +18.9% | +7.3% | +18.9% |
| 3Y | +136.5% | +1.9% | +134.6% | +124.3% |
| 5Y | +75.9% | +31.0% | +45.0% | +48.0% |
| All | +392.9% | +45.3% | +347.6% | +280.0% |
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