+136.4%
BAC vs DLTR
+6.7%
+129.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | +0.2% |
| 7D | +1.2% | -5.8% | +7.0% | +1.9% |
| 30D | -0.7% | -5.2% | +4.5% | -0.1% |
| 3M | +16.9% | +15.2% | +1.7% | +14.7% |
| 6M | +29.6% | +7.1% | +22.5% | +27.9% |
| YTD | +15.3% | +0.8% | +14.4% | +14.5% |
| 1Y | +28.8% | +24.8% | +4.0% | +23.8% |
| 3Y | +136.4% | +6.9% | +129.5% | +112.6% |
| All | +136.4% | +6.7% | +129.7% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling