+44.0%
DLTR vs BAH
+207.1%
-163.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.8% |
| 7D | -9.4% | +2.4% | -11.9% | -9.9% |
| 30D | -7.3% | -2.9% | -4.4% | -6.9% |
| 3M | +7.6% | -1.3% | +8.9% | +7.4% |
| 6M | +1.6% | -0.9% | +2.5% | +0.9% |
| YTD | -3.5% | -8.2% | +4.7% | -3.2% |
| 1Y | +20.0% | -24.0% | +44.0% | +25.2% |
| 3Y | +2.3% | -28.1% | +30.4% | +3.6% |
| 5Y | +31.5% | +2.5% | +29.0% | +19.5% |
| All | +44.0% | +207.1% | -163.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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