+3,938.7%
BNY vs DLTR
+10,457.1%
-6,518.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -1.3% | -10.1% | +8.8% | +0.8% |
| 30D | -0.2% | -8.1% | +8.0% | +1.5% |
| 3M | +14.9% | +2.9% | +12.1% | +13.7% |
| 6M | +40.0% | +4.3% | +35.6% | +36.9% |
| YTD | +42.0% | -3.9% | +45.9% | +40.9% |
| 1Y | +56.9% | +18.9% | +38.0% | +48.1% |
| 3Y | +289.9% | +1.9% | +288.0% | +267.3% |
| 5Y | +259.2% | +31.0% | +228.2% | +210.6% |
| 10Y | +413.3% | +44.8% | +368.5% | +315.0% |
| All | +3,938.7% | +10,457.1% | -6,518.4% | +1,437.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling