+39.1%
BP vs DLTR
+1.6%
+37.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.3% | +2.0% |
| 7D | +4.0% | -10.2% | +14.2% | +4.5% |
| 30D | +7.8% | -8.5% | +16.3% | +8.2% |
| 3M | +8.4% | +5.6% | +2.8% | +7.8% |
| 6M | +15.1% | +2.2% | +12.9% | +14.8% |
| YTD | +36.4% | -3.8% | +40.2% | +36.8% |
| 1Y | +40.9% | +22.9% | +18.0% | +37.1% |
| All | +39.1% | +1.6% | +37.5% | +28.2% |
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