+289.9%
BNY vs DLTR
+1.4%
+288.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -1.3% | -10.1% | +8.8% | -0.5% |
| 30D | -0.2% | -8.1% | +8.0% | +0.5% |
| 3M | +14.9% | +2.9% | +12.1% | +14.5% |
| 6M | +40.0% | +4.3% | +35.6% | +38.9% |
| YTD | +42.0% | -3.9% | +45.9% | +41.9% |
| 1Y | +56.9% | +18.9% | +38.0% | +52.6% |
| 3Y | +289.9% | +1.9% | +288.0% | +260.4% |
| All | +289.9% | +1.4% | +288.5% | +260.4% |
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