+5,706.3%
ANET vs DLTR
+115.1%
+5,591.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | +3.0% | -10.1% | +13.1% | +4.9% |
| 30D | -5.2% | -8.1% | +2.9% | -4.0% |
| 3M | +27.6% | +2.9% | +24.8% | +26.1% |
| 6M | +44.4% | +4.3% | +40.0% | +41.3% |
| YTD | +52.3% | -3.9% | +56.3% | +50.8% |
| 1Y | +30.4% | +18.9% | +11.5% | +23.3% |
| 3Y | +313.3% | +1.9% | +311.3% | +291.2% |
| 5Y | +810.0% | +31.0% | +779.0% | +683.4% |
| 10Y | +3,903.8% | +44.8% | +3,859.0% | +3,087.9% |
| All | +5,706.3% | +115.1% | +5,591.1% | +3,416.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling