+530.4%
BAX vs DLTR
+12,235.8%
-11,705.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.6% |
| 7D | +0.1% | +5.3% | -5.2% | -0.6% |
| 30D | +4.1% | +13.4% | -9.3% | +2.2% |
| 3M | -4.5% | +6.6% | -11.1% | -5.6% |
| 6M | +49.2% | +59.1% | -9.8% | +39.7% |
| YTD | +35.2% | +12.3% | +23.0% | +32.2% |
| 1Y | +38.3% | +33.9% | +4.4% | +32.0% |
| 3Y | -19.0% | +23.0% | -42.0% | -23.2% |
| 5Y | -64.2% | +22.1% | -86.3% | -66.5% |
| 10Y | -35.7% | +77.5% | -113.2% | -44.3% |
| All | +530.4% | +12,235.8% | -11,705.4% | +226.1% |
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