+14.7%
ADP vs DLTR
+6.7%
+8.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.1% | -3.2% |
| 7D | -5.5% | -5.8% | +0.3% | -5.2% |
| 30D | -1.2% | -5.2% | +4.0% | -1.0% |
| 3M | +17.9% | +15.2% | +2.7% | +17.3% |
| 6M | +20.3% | +7.1% | +13.2% | +19.9% |
| YTD | +5.8% | +0.8% | +5.0% | +5.6% |
| 1Y | -7.7% | +24.8% | -32.5% | -8.7% |
| 3Y | +14.7% | +6.9% | +7.8% | +13.8% |
| All | +14.7% | +6.7% | +8.1% | +13.8% |
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 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