+835.3%
BAC vs DLTR
+12,666.4%
-11,831.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.9% | -2.8% | +0.9% | -1.3% |
| 30D | -7.2% | +21.5% | -28.7% | -10.9% |
| 3M | -20.4% | +11.6% | -32.0% | -22.5% |
| 6M | +1.3% | +58.7% | -57.5% | -8.7% |
| YTD | -6.4% | +16.2% | -22.6% | -10.7% |
| 1Y | -3.5% | +34.8% | -38.3% | -10.8% |
| 3Y | +96.7% | +25.3% | +71.4% | +78.7% |
| 5Y | +20.6% | +25.8% | -5.2% | +7.0% |
| 10Y | +233.0% | +83.7% | +149.4% | +163.8% |
| All | +835.3% | +12,666.4% | -11,831.2% | +316.0% |
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 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