+44.0%
DLTR vs BR
-14.2%
+58.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.6% | +8.6% |
| 7D | +15.6% | +7.0% | +8.6% | +13.0% |
| 30D | +29.9% | +19.0% | +10.9% | +23.1% |
| 3M | +12.5% | +13.1% | -0.6% | +8.2% |
| 6M | +56.3% | +24.6% | +31.7% | +44.8% |
| YTD | +19.5% | -13.6% | +33.1% | +24.3% |
| 1Y | +44.0% | -13.1% | +57.1% | +50.0% |
| All | +44.0% | -14.2% | +58.3% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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