+14.1%
AGG vs DLTR
+45.3%
-31.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.1% | -10.1% | +9.0% | -0.9% |
| 30D | -1.1% | -8.1% | +7.0% | -1.1% |
| 3M | -1.9% | +2.9% | -4.8% | -2.0% |
| 6M | -1.7% | +4.3% | -6.1% | -1.8% |
| YTD | -1.3% | -3.9% | +2.6% | -1.3% |
| 1Y | -0.7% | +18.9% | -19.6% | -1.0% |
| 3Y | +12.5% | +1.9% | +10.6% | +12.3% |
| 5Y | -2.5% | +31.0% | -33.5% | -3.1% |
| All | +14.1% | +45.3% | -31.1% | +13.2% |
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