+23.3%
BTDR vs DLTR
+19.8%
+3.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.7% |
| 7D | +14.8% | -10.2% | +25.1% | +17.3% |
| 30D | +41.8% | -8.5% | +50.3% | +44.0% |
| 3M | -29.2% | +5.6% | -34.7% | -30.7% |
| 6M | +66.2% | +2.2% | +64.0% | +62.4% |
| YTD | +10.0% | -3.8% | +13.7% | +8.6% |
| 1Y | -11.0% | +22.9% | -33.9% | -15.8% |
| 3Y | +6.9% | +2.0% | +4.9% | +2.0% |
| 5Y | +24.7% | +29.8% | -5.1% | +19.9% |
| All | +23.3% | +19.8% | +3.5% | +18.7% |
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