+20.0%
DLTR vs BN
-13.5%
+33.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -9.4% | -5.9% | -3.6% | -7.2% |
| 30D | -7.3% | -15.1% | +7.7% | -1.2% |
| 3M | +7.6% | -14.6% | +22.1% | +14.3% |
| 6M | +1.6% | -8.4% | +10.0% | +4.3% |
| YTD | -3.5% | -16.8% | +13.3% | +2.2% |
| 1Y | +20.0% | -14.4% | +34.4% | +23.6% |
| All | +20.0% | -13.5% | +33.6% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling