+134.1%
BP vs DLTR
+45.3%
+88.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +5.2% | -10.1% | +15.3% | +6.8% |
| 30D | +8.7% | -8.1% | +16.8% | +9.9% |
| 3M | +9.3% | +2.9% | +6.5% | +8.5% |
| 6M | +13.6% | +4.3% | +9.2% | +11.7% |
| YTD | +37.7% | -3.9% | +41.6% | +37.0% |
| 1Y | +40.6% | +18.9% | +21.7% | +34.3% |
| 3Y | +40.3% | +1.9% | +38.4% | +33.9% |
| 5Y | +141.4% | +31.0% | +110.4% | +108.4% |
| All | +134.1% | +45.3% | +88.9% | +91.1% |
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