+47.5%
ASML vs DLTR
+34.7%
+12.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.1% |
| 7D | +4.9% | +5.3% | -0.4% | +4.8% |
| 30D | -9.3% | +13.4% | -22.7% | -9.5% |
| 3M | -19.0% | +6.6% | -25.6% | -18.8% |
| 6M | -5.2% | +59.1% | -64.3% | -12.5% |
| YTD | +40.6% | +12.3% | +28.4% | +38.9% |
| 1Y | +47.5% | +33.9% | +13.6% | +45.3% |
| All | +47.5% | +34.7% | +12.8% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling