-64.2%
BAX vs DLTR
+12.1%
-76.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.7% |
| 7D | +0.1% | +5.3% | -5.2% | -1.0% |
| 30D | +4.1% | +13.4% | -9.3% | +1.3% |
| 3M | -4.5% | +6.6% | -11.1% | -6.1% |
| 6M | +49.2% | +59.1% | -9.8% | +35.8% |
| YTD | +35.2% | +12.3% | +23.0% | +30.7% |
| 1Y | +38.3% | +33.9% | +4.4% | +29.2% |
| 3Y | -19.0% | +23.0% | -42.0% | -25.6% |
| All | -64.2% | +12.1% | -76.3% | -65.9% |
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