+32.4%
DLTR vs BR
+8.0%
+24.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -10.1% | -3.0% | -7.1% | -9.1% |
| 30D | -8.1% | -0.3% | -7.8% | -8.1% |
| 3M | +2.9% | +17.3% | -14.4% | -3.0% |
| 6M | +4.3% | -6.7% | +11.0% | +6.1% |
| YTD | -3.9% | -23.4% | +19.5% | +4.4% |
| 1Y | +18.9% | -32.7% | +51.6% | +35.6% |
| 3Y | +1.9% | -5.9% | +7.8% | +0.9% |
| All | +32.4% | +8.0% | +24.4% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling