+141.3%
BP vs DLTR
+29.9%
+111.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.9% |
| 7D | +5.7% | -9.4% | +15.2% | +6.4% |
| 30D | +8.1% | -7.3% | +15.4% | +8.6% |
| 3M | +8.6% | +7.6% | +1.0% | +7.8% |
| 6M | +18.1% | +1.6% | +16.6% | +17.6% |
| YTD | +37.6% | -3.5% | +41.1% | +37.5% |
| 1Y | +39.4% | +20.0% | +19.4% | +35.7% |
| 3Y | +40.1% | +2.3% | +37.8% | +35.4% |
| 5Y | +141.3% | +31.5% | +109.8% | +139.9% |
| All | +141.3% | +29.9% | +111.4% | +139.9% |
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