+1,003.0%
BE vs DLTR
+33.6%
+969.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | +9.0% | -10.1% | +19.1% | +12.0% |
| 30D | +16.3% | -8.1% | +24.4% | +18.6% |
| 3M | +10.8% | +2.9% | +7.9% | +8.3% |
| 6M | +73.2% | +4.3% | +68.9% | +66.3% |
| YTD | +217.4% | -3.9% | +221.3% | +211.1% |
| 1Y | +309.8% | +18.9% | +290.9% | +273.6% |
| 3Y | +1,726.2% | +1.9% | +1,724.2% | +1,605.4% |
| 5Y | +1,306.2% | +31.0% | +1,275.2% | +1,018.0% |
| All | +1,003.0% | +33.6% | +969.4% | +741.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling