+18.4%
BX vs DLTR
+30.4%
-11.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -5.6% | -10.1% | +4.5% | -3.5% |
| 30D | -12.2% | -8.1% | -4.1% | -10.7% |
| 3M | +7.4% | +2.9% | +4.5% | +6.3% |
| 6M | +22.2% | +4.3% | +17.8% | +19.6% |
| YTD | -14.0% | -3.9% | -10.1% | -14.3% |
| 1Y | -27.3% | +18.9% | -46.2% | -31.5% |
| 3Y | +24.5% | +1.9% | +22.6% | +19.2% |
| All | +18.4% | +30.4% | -11.9% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling