+421.3%
DLTR vs URA
-52.4%
+473.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | +5.3% | -1.5% | +6.8% | +5.5% |
| 30D | +13.4% | -10.4% | +23.8% | +15.2% |
| 3M | +6.6% | -29.6% | +36.2% | +12.4% |
| 6M | +59.1% | -40.3% | +99.4% | +71.5% |
| YTD | +12.3% | -25.5% | +37.7% | +15.2% |
| 1Y | +33.9% | -26.4% | +60.3% | +37.4% |
| 3Y | +23.0% | +31.4% | -8.4% | +9.6% |
| 5Y | +22.1% | +28.6% | -6.5% | +6.3% |
| 10Y | +77.5% | +260.9% | -183.4% | +17.8% |
| All | +421.3% | -52.4% | +473.6% | +322.4% |
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