+1,199.4%
DLTR vs BB
+261.2%
+938.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -4.4% |
| 7D | -10.2% | +1.8% | -12.1% | -10.4% |
| 30D | -8.5% | -12.2% | +3.7% | -7.6% |
| 3M | +5.6% | -12.3% | +17.9% | +6.0% |
| 6M | +2.2% | +122.7% | -120.5% | -7.0% |
| YTD | -3.8% | +104.5% | -108.2% | -11.7% |
| 1Y | +22.9% | +106.7% | -83.7% | +12.2% |
| 3Y | +2.0% | +70.0% | -67.9% | -7.8% |
| 5Y | +29.8% | -27.8% | +57.6% | +24.1% |
| 10Y | +45.0% | +2.4% | +42.7% | +19.9% |
| All | +1,199.4% | +261.2% | +938.2% | +502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling