+44.0%
DLTR vs BN
+263.5%
-219.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -9.4% | -5.9% | -3.6% | -7.6% |
| 30D | -7.3% | -15.1% | +7.7% | -2.2% |
| 3M | +7.6% | -14.6% | +22.1% | +13.2% |
| 6M | +1.6% | -8.4% | +10.0% | +4.2% |
| YTD | -3.5% | -16.8% | +13.3% | +1.9% |
| 1Y | +20.0% | -14.4% | +34.4% | +25.4% |
| 3Y | +2.3% | +70.1% | -67.8% | -16.1% |
| 5Y | +31.5% | +33.5% | -2.0% | +13.8% |
| All | +44.0% | +263.5% | -219.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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