-8.5%
BX vs DLTR
+45.2%
-53.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.6% | -3.4% | +4.7% |
| 7D | +8.3% | +15.6% | -7.3% | +6.0% |
| 30D | +13.5% | +29.9% | -16.3% | +9.9% |
| 3M | -7.6% | +12.5% | -20.1% | -9.4% |
| 6M | +4.0% | +56.3% | -52.3% | -2.3% |
| YTD | -15.2% | +19.5% | -34.7% | -15.6% |
| 1Y | -8.5% | +44.0% | -52.5% | -17.1% |
| All | -8.5% | +45.2% | -53.7% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling