+1,415.5%
DLTR vs BB
+314.8%
+1,100.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -2.0% |
| 7D | +5.3% | +1.8% | +3.5% | +5.1% |
| 30D | +13.4% | +8.1% | +5.3% | +12.3% |
| 3M | +6.6% | -1.0% | +7.6% | +6.0% |
| 6M | +59.1% | +45.9% | +13.2% | +50.9% |
| YTD | +12.3% | +134.8% | -122.6% | +1.2% |
| 1Y | +33.9% | +104.6% | -70.7% | +22.1% |
| 3Y | +23.0% | +152.8% | -129.8% | +6.9% |
| 5Y | +22.1% | -17.4% | +39.5% | +15.1% |
| 10Y | +77.5% | +22.4% | +55.0% | +43.6% |
| All | +1,415.5% | +314.8% | +1,100.8% | +590.2% |
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