+43.4%
DLTR vs URA
+346.2%
-302.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | -10.1% | -5.5% | -4.6% | -9.2% |
| 30D | -8.1% | -3.7% | -4.4% | -7.7% |
| 3M | +2.9% | -2.9% | +5.8% | +2.8% |
| 6M | +4.3% | -15.2% | +19.6% | +6.2% |
| YTD | -3.9% | +1.9% | -5.8% | -6.4% |
| 1Y | +18.9% | +6.9% | +12.0% | +13.6% |
| 3Y | +1.9% | +99.6% | -97.7% | -17.8% |
| 5Y | +31.0% | +101.2% | -70.2% | +1.2% |
| All | +43.4% | +346.2% | -302.7% | -25.0% |
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