+21.5%
BX vs DLTR
+1.8%
+19.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | -8.9% | -9.4% | +0.5% | -7.6% |
| 30D | -14.8% | -7.3% | -7.4% | -13.9% |
| 3M | +6.9% | +7.6% | -0.6% | +5.4% |
| 6M | +16.3% | +1.6% | +14.7% | +15.2% |
| YTD | -16.1% | -3.5% | -12.5% | -16.1% |
| 1Y | -26.8% | +20.0% | -46.8% | -29.9% |
| All | +21.5% | +1.8% | +19.7% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling