+296.4%
ARM vs DLTR
+16.3%
+280.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +5.5% | +2.5% | +3.0% | +4.9% |
| 30D | -8.2% | +2.1% | -10.3% | -8.7% |
| 3M | -35.9% | +20.3% | -56.2% | -39.0% |
| 6M | +103.1% | +11.5% | +91.6% | +94.2% |
| YTD | +130.6% | +6.8% | +123.8% | +121.4% |
| 1Y | +86.1% | +31.1% | +55.0% | +71.1% |
| All | +296.4% | +16.3% | +280.2% | +257.1% |
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