+44.0%
DLTR vs BB
+88.0%
-44.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.0% | +2.7% | +9.9% |
| 7D | +15.6% | -6.8% | +22.4% | +15.2% |
| 30D | +29.9% | -3.5% | +33.4% | +29.6% |
| 3M | +12.5% | -1.2% | +13.7% | +12.7% |
| 6M | +56.3% | +57.0% | -0.7% | +53.9% |
| YTD | +19.5% | +131.1% | -111.6% | +16.8% |
| 1Y | +44.0% | +87.6% | -43.6% | +45.8% |
| All | +44.0% | +88.0% | -44.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling