-38.3%
BAX vs DLTR
+45.9%
-84.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.4% | -9.4% | +4.0% | -3.8% |
| 30D | -12.4% | -7.3% | -5.0% | -11.3% |
| 3M | +19.1% | +7.6% | +11.5% | +17.7% |
| 6M | +38.6% | +1.6% | +37.0% | +37.6% |
| YTD | +26.7% | -3.5% | +30.2% | +26.6% |
| 1Y | +1.0% | +20.0% | -19.0% | -2.8% |
| 3Y | -33.9% | +2.3% | -36.2% | -36.4% |
| 5Y | -67.0% | +31.5% | -98.6% | -69.9% |
| All | -38.3% | +45.9% | -84.2% | -45.4% |
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