+413.2%
DLTR vs BAH
+1,076.0%
-662.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +5.3% | +1.7% | +3.6% | +5.0% |
| 30D | +13.4% | +20.8% | -7.4% | +9.6% |
| 3M | +6.6% | +11.6% | -5.0% | +4.3% |
| 6M | +59.1% | +23.1% | +36.0% | +52.0% |
| YTD | +12.3% | +5.3% | +7.0% | +9.7% |
| 1Y | +33.9% | +6.1% | +27.7% | +30.6% |
| 3Y | +23.0% | -27.5% | +50.5% | +25.7% |
| 5Y | +22.1% | +6.2% | +15.9% | +14.3% |
| 10Y | +77.5% | +202.2% | -124.8% | +37.6% |
| All | +413.2% | +1,076.0% | -662.8% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling