+29.8%
DLTR vs URA
+132.7%
-102.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.2% | -4.4% |
| 7D | -10.2% | +5.7% | -16.0% | -10.9% |
| 30D | -8.5% | +5.6% | -14.1% | -9.2% |
| 3M | +5.6% | +6.2% | -0.6% | +4.4% |
| 6M | +2.2% | -8.2% | +10.4% | +2.5% |
| YTD | -3.8% | +9.7% | -13.4% | -6.2% |
| 1Y | +22.9% | +17.0% | +6.0% | +17.9% |
| 3Y | +2.0% | +118.5% | -116.4% | -13.5% |
| 5Y | +29.8% | +134.3% | -104.5% | +7.6% |
| All | +29.8% | +132.7% | -102.9% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling