+4,638.5%
ADP vs DLTR
+12,235.8%
-7,597.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.0% |
| 7D | +2.2% | +5.3% | -3.1% | +1.3% |
| 30D | +10.6% | +13.4% | -2.8% | +8.2% |
| 3M | +12.9% | +6.6% | +6.3% | +11.5% |
| 6M | +50.6% | +59.1% | -8.4% | +39.0% |
| YTD | +23.2% | +12.3% | +10.9% | +19.5% |
| 1Y | +25.3% | +33.9% | -8.6% | +18.0% |
| 3Y | +47.1% | +23.0% | +24.1% | +36.4% |
| 5Y | +50.1% | +22.1% | +27.9% | +36.9% |
| 10Y | +323.6% | +77.5% | +246.2% | +252.8% |
| All | +4,638.5% | +12,235.8% | -7,597.3% | +2,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling