+25.1%
BROS vs DLTR
+40.6%
-15.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +0.4% |
| 7D | -0.9% | -5.8% | +4.9% | +1.0% |
| 30D | -13.5% | -5.2% | -8.2% | -12.0% |
| 3M | -18.4% | +15.2% | -33.6% | -22.5% |
| 6M | -10.6% | +7.1% | -17.7% | -13.6% |
| YTD | -25.1% | +0.8% | -25.9% | -26.4% |
| 1Y | -28.6% | +24.8% | -53.4% | -35.0% |
| 3Y | +65.6% | +6.9% | +58.7% | +52.8% |
| All | +25.1% | +40.6% | -15.5% | +24.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling