+299.7%
ARM vs DLTR
+5.0%
+294.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | +4.8% | -9.4% | +14.2% | +6.7% |
| 30D | -5.5% | -7.3% | +1.9% | -4.4% |
| 3M | -17.3% | +7.6% | -24.9% | -19.6% |
| 6M | +110.9% | +1.6% | +109.3% | +105.0% |
| YTD | +132.5% | -3.5% | +136.1% | +127.4% |
| 1Y | +64.9% | +20.0% | +44.9% | +54.1% |
| All | +299.7% | +5.0% | +294.7% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling