+4,117.6%
ADP vs DLTR
+11,640.8%
-7,523.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.4% | +2.5% | -5.9% | -3.8% |
| 30D | +2.8% | +2.1% | +0.7% | +2.4% |
| 3M | +20.9% | +20.3% | +0.7% | +17.3% |
| 6M | +29.9% | +11.5% | +18.4% | +26.7% |
| YTD | +9.6% | +6.8% | +2.8% | +7.4% |
| 1Y | -5.3% | +31.1% | -36.4% | -10.4% |
| 3Y | +16.5% | +10.7% | +5.8% | +10.1% |
| 5Y | +49.4% | +41.6% | +7.8% | +32.8% |
| 10Y | +282.2% | +58.1% | +224.1% | +224.5% |
| All | +4,117.6% | +11,640.8% | -7,523.3% | +1,826.6% |
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