+10,011.0%
DLTR vs BRO
+10,636.8%
-625.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -10.1% | -7.3% | -2.8% | -7.7% |
| 30D | -8.1% | -6.9% | -1.3% | -5.9% |
| 3M | +2.9% | +10.7% | -7.8% | -0.7% |
| 6M | +4.3% | -2.7% | +7.0% | +4.7% |
| YTD | -3.9% | -16.3% | +12.4% | +1.1% |
| 1Y | +18.9% | -29.1% | +48.0% | +31.9% |
| 3Y | +1.9% | -7.8% | +9.7% | +1.2% |
| 5Y | +31.0% | +18.7% | +12.3% | +17.7% |
| 10Y | +44.8% | +291.9% | -247.1% | -12.7% |
| All | +10,011.0% | +10,636.8% | -625.8% | +3,219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling