+844.7%
BP vs DLTR
+11,640.8%
-10,796.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.9% | +2.5% | +1.5% | +3.6% |
| 30D | +7.6% | +2.1% | +5.5% | +7.3% |
| 3M | +0.7% | +20.3% | -19.6% | -1.7% |
| 6M | +15.5% | +11.5% | +4.0% | +13.1% |
| YTD | +30.8% | +6.8% | +24.0% | +28.6% |
| 1Y | +34.3% | +31.1% | +3.2% | +28.4% |
| 3Y | +35.1% | +10.7% | +24.4% | +29.3% |
| 5Y | +126.8% | +41.6% | +85.2% | +107.0% |
| 10Y | +123.4% | +58.1% | +65.2% | +97.3% |
| All | +844.7% | +11,640.8% | -10,796.1% | +462.4% |
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 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