+1,325.6%
DLTR vs BG
+1,192.5%
+133.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -9.4% | +3.7% | -13.2% | -10.0% |
| 30D | -7.3% | +12.3% | -19.7% | -8.9% |
| 3M | +7.6% | -2.2% | +9.8% | +7.6% |
| 6M | +1.6% | +5.3% | -3.8% | +0.3% |
| YTD | -3.5% | +42.4% | -45.9% | -8.9% |
| 1Y | +20.0% | +55.2% | -35.2% | +11.8% |
| 3Y | +2.3% | +21.0% | -18.7% | -2.1% |
| 5Y | +31.5% | +87.1% | -55.6% | +17.0% |
| 10Y | +45.4% | +169.8% | -124.5% | +19.2% |
| All | +1,325.6% | +1,192.5% | +133.2% | +764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling