+71.3%
DLTR vs ADVB
-89.4%
+160.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.3% | +0.8% | -4.6% |
| 7D | -10.2% | -13.0% | +2.7% | -10.4% |
| 30D | -8.5% | +7.5% | -15.9% | -8.3% |
| 3M | +5.6% | +129.1% | -123.5% | +6.4% |
| 6M | +2.2% | +71.7% | -69.5% | +3.7% |
| YTD | -3.8% | +45.5% | -49.3% | -2.1% |
| 1Y | +22.9% | -2.7% | +25.7% | +24.6% |
| All | +71.3% | -89.4% | +160.7% | +80.5% |
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