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  • U vs DLTR✓SelectedUSD · DLTRU vs DLTR performance historyLatest closeAs of-1.10%09/10
Stock and ETF performance explorer

U vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-68.9%
DLTR return
+29.9%
Excess return
-98.7%
Maximum drawdown
-93.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D-1.1%+0.2%-1.3%-1.2%
7D0.0%-9.4%+9.4%+3.6%
30D-4.1%-7.3%+3.2%-1.7%
3M+57.8%+7.6%+50.2%+52.6%
6M+103.5%+1.6%+102.0%+99.1%
YTD-4.8%-3.5%-1.2%-5.9%
1Y-2.4%+20.0%-22.4%-12.3%
3Y+11.7%+2.3%+9.4%+1.9%
5Y-68.9%+31.5%-100.4%-67.4%
All-68.9%+29.9%-98.7%-67.4%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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