+33.0%
DLTR vs URA
-29.1%
+62.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.9% |
| 7D | +2.4% | +4.5% | -2.0% | +2.1% |
| 30D | +21.5% | -13.4% | +34.9% | +22.6% |
| 3M | +9.8% | -28.4% | +38.3% | +12.4% |
| 6M | +58.6% | -40.5% | +99.1% | +66.0% |
| YTD | +14.8% | -24.3% | +39.1% | +12.2% |
| 1Y | +33.0% | -28.8% | +61.9% | +31.5% |
| All | +33.0% | -29.1% | +62.1% | +31.5% |
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