+45.0%
ADP vs DLTR
+27.2%
+17.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.6% |
| 7D | -5.7% | -10.2% | +4.6% | -4.6% |
| 30D | -3.1% | -8.5% | +5.4% | -2.3% |
| 3M | +15.6% | +5.6% | +10.0% | +15.0% |
| 6M | +20.8% | +2.2% | +18.6% | +20.1% |
| YTD | +4.7% | -3.8% | +8.5% | +4.7% |
| 1Y | -8.3% | +22.9% | -31.2% | -10.9% |
| 3Y | +13.6% | +2.0% | +11.5% | +12.2% |
| 5Y | +45.0% | +29.8% | +15.2% | +42.7% |
| All | +45.0% | +27.2% | +17.9% | +42.7% |
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 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