+55.3%
BE vs DLTR
+45.2%
+10.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.6% | -16.0% | -4.5% |
| 7D | -12.1% | +15.6% | -27.7% | -9.6% |
| 30D | -30.1% | +29.9% | -60.0% | -26.7% |
| 3M | -12.1% | +12.5% | -24.6% | -9.3% |
| 6M | -30.6% | +56.3% | -86.9% | -28.8% |
| YTD | +130.6% | +19.5% | +111.1% | +140.0% |
| 1Y | +55.3% | +44.0% | +11.3% | +29.9% |
| All | +55.3% | +45.2% | +10.1% | +29.9% |
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 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