+912.2%
BX vs DLTR
+734.3%
+177.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -2.4% |
| 7D | -5.7% | -10.2% | +4.6% | -2.7% |
| 30D | -8.9% | -8.5% | -0.4% | -6.7% |
| 3M | +8.4% | +5.6% | +2.8% | +6.1% |
| 6M | +18.9% | +2.2% | +16.7% | +16.1% |
| YTD | -13.6% | -3.8% | -9.9% | -14.4% |
| 1Y | -22.4% | +22.9% | -45.4% | -28.9% |
| 3Y | +26.0% | +2.0% | +24.0% | +16.9% |
| 5Y | +18.8% | +29.8% | -11.0% | -1.1% |
| 10Y | +668.7% | +45.0% | +623.7% | +463.8% |
| All | +912.2% | +734.3% | +177.9% | +217.1% |
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 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