-27.2%
ALB vs DLTR
+6.4%
-33.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.6% |
| 7D | -4.4% | -5.8% | +1.4% | -3.4% |
| 30D | -1.2% | -5.2% | +4.1% | -0.3% |
| 3M | -13.3% | +15.2% | -28.5% | -16.0% |
| 6M | -19.8% | +7.1% | -26.9% | -21.2% |
| YTD | -7.9% | +0.8% | -8.8% | -8.7% |
| 1Y | +60.2% | +24.8% | +35.4% | +49.3% |
| All | -27.2% | +6.4% | -33.6% | -37.5% |
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