+317.2%
ADP vs DLTR
+80.3%
+236.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +0.3% | +2.4% | -2.2% | -0.2% |
| 30D | +11.6% | +21.5% | -9.9% | +7.7% |
| 3M | +15.1% | +9.8% | +5.2% | +12.8% |
| 6M | +46.0% | +58.6% | -12.6% | +33.7% |
| YTD | +22.4% | +14.8% | +7.5% | +18.0% |
| 1Y | +24.5% | +33.0% | -8.6% | +16.6% |
| 3Y | +44.8% | +23.8% | +21.0% | +33.9% |
| 5Y | +49.1% | +24.9% | +24.2% | +33.1% |
| All | +317.2% | +80.3% | +236.9% | +219.7% |
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