+43.4%
DLTR vs BG
+166.7%
-123.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -10.1% | +3.1% | -13.2% | -10.7% |
| 30D | -8.1% | +10.2% | -18.3% | -10.1% |
| 3M | +2.9% | -1.7% | +4.5% | +2.8% |
| 6M | +4.3% | +1.0% | +3.4% | +3.3% |
| YTD | -3.9% | +39.9% | -43.8% | -11.9% |
| 1Y | +18.9% | +53.2% | -34.3% | +6.5% |
| 3Y | +1.9% | +16.3% | -14.4% | -4.0% |
| 5Y | +31.0% | +83.9% | -52.9% | +7.0% |
| All | +43.4% | +166.7% | -123.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling