+1.9%
DLTR vs BRO
-7.6%
+9.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -10.1% | -7.3% | -2.8% | -8.7% |
| 30D | -8.1% | -6.9% | -1.3% | -6.8% |
| 3M | +2.9% | +10.7% | -7.8% | +1.6% |
| 6M | +4.3% | -2.7% | +7.0% | +4.6% |
| YTD | -3.9% | -16.3% | +12.4% | -2.3% |
| 1Y | +18.9% | -29.1% | +48.0% | +22.1% |
| 3Y | +1.9% | -7.8% | +9.7% | +2.3% |
| All | +1.9% | -7.6% | +9.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling