+80.3%
DLTR vs URA
+272.2%
-191.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.5% |
| 7D | +2.4% | +4.5% | -2.0% | +1.6% |
| 30D | +21.5% | -13.4% | +34.9% | +24.2% |
| 3M | +9.8% | -28.4% | +38.3% | +15.8% |
| 6M | +58.6% | -40.5% | +99.1% | +71.9% |
| YTD | +14.8% | -24.3% | +39.1% | +17.5% |
| 1Y | +33.0% | -28.8% | +61.9% | +37.4% |
| 3Y | +23.8% | +37.6% | -13.8% | +7.0% |
| 5Y | +24.9% | +30.7% | -5.8% | +5.9% |
| All | +80.3% | +272.2% | -191.9% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling