+19.7%
BROS vs DLTR
+33.9%
-14.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -5.8% | -10.1% | +4.3% | -2.4% |
| 30D | -14.0% | -8.1% | -5.8% | -11.7% |
| 3M | -32.5% | +2.9% | -35.3% | -33.4% |
| 6M | -14.9% | +4.3% | -19.3% | -17.1% |
| YTD | -28.3% | -3.9% | -24.4% | -28.5% |
| 1Y | -34.0% | +18.9% | -52.9% | -38.9% |
| 3Y | +63.0% | +1.9% | +61.0% | +52.7% |
| All | +19.7% | +33.9% | -14.3% | +20.6% |
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