+1.0%
BAX vs DLTR
+21.9%
-20.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.4% | -9.4% | +4.0% | -3.0% |
| 30D | -12.4% | -7.3% | -5.0% | -10.7% |
| 3M | +19.1% | +7.6% | +11.5% | +17.5% |
| 6M | +38.6% | +1.6% | +37.0% | +37.7% |
| YTD | +26.7% | -3.5% | +30.2% | +26.6% |
| 1Y | +1.0% | +20.0% | -19.0% | -8.0% |
| All | +1.0% | +21.9% | -20.9% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling