+153.7%
ALL vs DLTR
+6.7%
+147.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.3% | -2.2% |
| 7D | -1.7% | -5.8% | +4.1% | -1.5% |
| 30D | -4.7% | -5.2% | +0.6% | -4.5% |
| 3M | +18.4% | +15.2% | +3.2% | +18.1% |
| 6M | +20.5% | +7.1% | +13.4% | +20.4% |
| YTD | +23.5% | +0.8% | +22.7% | +23.5% |
| 1Y | +29.0% | +24.8% | +4.2% | +28.1% |
| 3Y | +153.7% | +6.9% | +146.8% | +145.5% |
| All | +153.7% | +6.7% | +147.0% | +145.5% |
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