+388.5%
DLTR vs BAH
+886.2%
-497.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +2.5% | -3.2% | +5.7% | +3.1% |
| 30D | +2.1% | +2.0% | +0.1% | +1.6% |
| 3M | +20.3% | -7.6% | +27.9% | +21.5% |
| 6M | +11.5% | -5.7% | +17.2% | +11.8% |
| YTD | +6.8% | -11.7% | +18.6% | +8.0% |
| 1Y | +31.1% | -27.4% | +58.5% | +37.1% |
| 3Y | +10.7% | -32.5% | +43.2% | +14.3% |
| 5Y | +41.6% | -3.3% | +44.9% | +34.8% |
| 10Y | +58.1% | +186.0% | -127.9% | +24.6% |
| All | +388.5% | +886.2% | -497.8% | +232.8% |
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