+841.7%
BAC vs DLTR
+12,235.8%
-11,394.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | +3.2% | +5.3% | -2.1% | +2.2% |
| 30D | -0.7% | +13.4% | -14.1% | -3.3% |
| 3M | -20.0% | +6.6% | -26.6% | -21.3% |
| 6M | +3.4% | +59.1% | -55.7% | -6.8% |
| YTD | -5.7% | +12.3% | -18.0% | -9.4% |
| 1Y | -1.4% | +33.9% | -35.3% | -8.8% |
| 3Y | +97.9% | +23.0% | +74.9% | +80.4% |
| 5Y | +22.9% | +22.1% | +0.8% | +9.7% |
| 10Y | +235.3% | +77.5% | +157.9% | +167.4% |
| All | +841.7% | +12,235.8% | -11,394.1% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling