+1,683.3%
BE vs DLTR
+1.6%
+1,681.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.5% |
| 7D | +23.9% | -10.2% | +34.2% | +24.9% |
| 30D | +27.8% | -8.5% | +36.3% | +28.6% |
| 3M | +3.7% | +5.6% | -1.8% | +2.2% |
| 6M | +78.0% | +2.2% | +75.8% | +76.4% |
| YTD | +209.9% | -3.8% | +213.7% | +209.2% |
| 1Y | +389.6% | +22.9% | +366.7% | +366.7% |
| All | +1,683.3% | +1.6% | +1,681.7% | +1,541.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling