+25.8%
DLTR vs URA
+37.5%
-11.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -2.8% | +2.9% | -5.7% | -3.1% |
| 30D | +21.5% | -10.8% | +32.3% | +23.0% |
| 3M | +11.6% | -25.5% | +37.1% | +15.4% |
| 6M | +58.7% | -41.2% | +100.0% | +69.1% |
| YTD | +16.2% | -21.3% | +37.4% | +17.4% |
| 1Y | +34.8% | -25.7% | +60.5% | +37.2% |
| 3Y | +25.3% | +43.1% | -17.8% | +10.2% |
| 5Y | +25.8% | +35.6% | -9.8% | +12.6% |
| All | +25.8% | +37.5% | -11.7% | +12.6% |
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