+2.3%
DLTR vs BB
+62.2%
-59.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | -9.4% | -2.1% | -7.4% | -9.3% |
| 30D | -7.3% | -16.0% | +8.7% | -6.4% |
| 3M | +7.6% | -14.5% | +22.1% | +7.8% |
| 6M | +1.6% | +118.6% | -117.0% | -7.8% |
| YTD | -3.5% | +98.9% | -102.5% | -11.6% |
| 1Y | +20.0% | +99.5% | -79.4% | +9.4% |
| All | +2.3% | +62.2% | -59.8% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling