+985.8%
ASX vs DLTR
+76.3%
+909.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.6% |
| 7D | +12.4% | +5.3% | +7.1% | +11.5% |
| 30D | -19.8% | +13.4% | -33.2% | -21.6% |
| 3M | -10.3% | +6.6% | -16.9% | -11.8% |
| 6M | +1.2% | +59.1% | -57.8% | -8.4% |
| YTD | +123.0% | +12.3% | +110.8% | +115.2% |
| 1Y | +145.4% | +33.9% | +111.6% | +128.3% |
| 3Y | +368.6% | +23.0% | +345.6% | +330.4% |
| 5Y | +486.0% | +22.1% | +463.9% | +428.1% |
| All | +985.8% | +76.3% | +909.5% | +777.9% |
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