+396.1%
DLTR vs URA
-31.1%
+427.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +2.1% | +7.4% | -5.3% | +0.6% |
| 3M | +20.3% | -8.4% | +28.7% | +21.3% |
| 6M | +11.5% | -12.7% | +24.2% | +12.9% |
| YTD | +6.8% | +7.8% | -1.0% | +3.5% |
| 1Y | +31.1% | +19.5% | +11.6% | +23.6% |
| 3Y | +10.7% | +116.4% | -105.7% | -9.5% |
| 5Y | +41.6% | +134.3% | -92.7% | +10.0% |
| 10Y | +58.1% | +359.3% | -301.1% | +1.0% |
| All | +396.1% | -31.1% | +427.2% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling