+1,278.0%
AAPL vs DLTR
+45.3%
+1,232.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +3.8% | -10.1% | +13.9% | +5.8% |
| 30D | +9.9% | -8.1% | +18.0% | +11.6% |
| 3M | +12.5% | +2.9% | +9.6% | +11.7% |
| 6M | +27.6% | +4.3% | +23.3% | +25.7% |
| YTD | +22.6% | -3.9% | +26.5% | +22.3% |
| 1Y | +45.0% | +18.9% | +26.1% | +38.2% |
| 3Y | +87.8% | +1.9% | +85.8% | +78.9% |
| 5Y | +128.7% | +31.0% | +97.7% | +100.3% |
| All | +1,278.0% | +45.3% | +1,232.7% | +1,056.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling