+119.1%
ALL vs DLTR
+21.5%
+97.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.4% |
| 7D | +5.0% | +5.3% | -0.3% | +4.8% |
| 30D | +13.3% | +13.4% | -0.1% | +13.0% |
| 3M | +3.2% | +6.6% | -3.4% | +3.0% |
| 6M | +25.3% | +59.1% | -33.7% | +24.4% |
| YTD | +30.5% | +12.3% | +18.2% | +30.1% |
| 1Y | +29.2% | +33.9% | -4.7% | +28.4% |
| 3Y | +119.1% | +23.0% | +96.1% | +119.8% |
| All | +119.1% | +21.5% | +97.7% | +119.8% |
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