+15.5%
ABNB vs DLTR
+1.4%
+14.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -6.5% | -10.1% | +3.6% | -4.8% |
| 30D | -5.5% | -8.1% | +2.6% | -4.1% |
| 3M | +30.0% | +2.9% | +27.2% | +29.5% |
| 6M | +27.6% | +4.3% | +23.2% | +26.2% |
| YTD | +25.4% | -3.9% | +29.3% | +25.1% |
| 1Y | +38.3% | +18.9% | +19.4% | +32.9% |
| 3Y | +15.5% | +1.9% | +13.6% | +7.3% |
| All | +15.5% | +1.4% | +14.1% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling