+171.6%
BKR vs DLTR
+30.4%
+141.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -7.0% | -10.1% | +3.1% | -5.9% |
| 30D | -8.1% | -8.1% | 0.0% | -7.3% |
| 3M | -6.6% | +2.9% | -9.5% | -7.1% |
| 6M | +0.9% | +4.3% | -3.5% | -0.2% |
| YTD | +31.1% | -3.9% | +35.0% | +30.8% |
| 1Y | +27.7% | +18.9% | +8.8% | +23.6% |
| 3Y | +71.2% | +1.9% | +69.3% | +68.5% |
| All | +171.6% | +30.4% | +141.2% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling