+73.1%
BAC vs DLTR
+27.2%
+45.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.1% |
| 7D | +0.6% | -10.2% | +10.9% | +2.2% |
| 30D | -1.4% | -8.5% | +7.1% | -0.2% |
| 3M | +15.7% | +5.6% | +10.2% | +14.5% |
| 6M | +32.2% | +2.2% | +30.0% | +30.8% |
| YTD | +15.8% | -3.8% | +19.5% | +15.4% |
| 1Y | +27.3% | +22.9% | +4.3% | +21.5% |
| 3Y | +137.5% | +2.0% | +135.4% | +130.0% |
| 5Y | +73.1% | +29.8% | +43.2% | +65.6% |
| All | +73.1% | +27.2% | +45.9% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling