+106.9%
DLTR vs BIYA
-99.9%
+206.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +5.3% | +9.0% | -3.7% | +5.2% |
| 30D | +13.4% | -12.9% | +26.4% | +13.5% |
| 3M | +6.6% | -54.7% | +61.3% | +6.9% |
| 6M | +59.1% | -85.1% | +144.1% | +58.0% |
| YTD | +12.3% | -96.9% | +109.1% | +14.6% |
| 1Y | +33.9% | -98.5% | +132.4% | +39.5% |
| All | +106.9% | -99.9% | +206.7% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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