+116.1%
ALL vs DLTR
+27.2%
+88.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.5% |
| 7D | -2.2% | -10.2% | +8.0% | -1.3% |
| 30D | -5.6% | -8.5% | +2.9% | -4.8% |
| 3M | +17.2% | +5.6% | +11.7% | +16.6% |
| 6M | +23.2% | +2.2% | +21.1% | +22.7% |
| YTD | +23.6% | -3.8% | +27.4% | +23.5% |
| 1Y | +29.2% | +22.9% | +6.2% | +25.5% |
| 3Y | +153.8% | +2.0% | +151.8% | +150.0% |
| 5Y | +116.1% | +29.8% | +86.3% | +106.5% |
| All | +116.1% | +27.2% | +88.9% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling