+99.8%
DLTR vs ADVB
-96.8%
+196.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.6% | +21.3% | -2.6% |
| 7D | +5.3% | +27.8% | -22.5% | +5.9% |
| 30D | +13.4% | -50.8% | +64.2% | +12.7% |
| 3M | +6.6% | -70.5% | +77.1% | +5.3% |
| 6M | +59.1% | -46.7% | +105.8% | +58.2% |
| YTD | +12.3% | -56.7% | +68.9% | +12.7% |
| 1Y | +33.9% | -71.8% | +105.6% | +34.3% |
| All | +99.8% | -96.8% | +196.7% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling