+844.0%
DLTR vs BR
+1,282.8%
-438.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.4% | -6.0% | -3.5% | -7.6% |
| 30D | -7.3% | -0.9% | -6.5% | -7.1% |
| 3M | +7.6% | +16.4% | -8.8% | +2.1% |
| 6M | +1.6% | -8.2% | +9.8% | +3.9% |
| YTD | -3.5% | -23.2% | +19.7% | +4.0% |
| 1Y | +20.0% | -30.9% | +51.0% | +34.0% |
| 3Y | +2.3% | -5.0% | +7.3% | +1.9% |
| 5Y | +31.5% | +8.8% | +22.8% | +23.7% |
| 10Y | +45.4% | +190.1% | -144.7% | -2.1% |
| All | +844.0% | +1,282.8% | -438.9% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling