+7,019.3%
BBY vs DLTR
+10,500.9%
-3,481.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.7% | -9.4% | +10.1% | +3.9% |
| 30D | +5.8% | -7.3% | +13.1% | +8.4% |
| 3M | +18.0% | +7.6% | +10.4% | +15.0% |
| 6M | +39.8% | +1.6% | +38.3% | +38.4% |
| YTD | +35.4% | -3.5% | +38.9% | +35.8% |
| 1Y | +21.4% | +20.0% | +1.4% | +13.1% |
| 3Y | +39.5% | +2.3% | +37.3% | +30.9% |
| 5Y | -0.5% | +31.5% | -32.0% | -17.5% |
| 10Y | +240.0% | +45.4% | +194.7% | +158.5% |
| All | +7,019.3% | +10,500.9% | -3,481.6% | +1,541.6% |
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