+44.0%
DLTR vs URA
-32.2%
+76.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +9.7% |
| 7D | +15.6% | -10.5% | +26.1% | +16.5% |
| 30D | +29.9% | -18.6% | +48.5% | +31.9% |
| 3M | +12.5% | -23.0% | +35.5% | +14.5% |
| 6M | +56.3% | -40.3% | +96.6% | +64.2% |
| YTD | +19.5% | -23.5% | +43.0% | +16.0% |
| 1Y | +44.0% | -31.1% | +75.1% | +43.5% |
| All | +44.0% | -32.2% | +76.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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