+371.4%
ASX vs DLTR
+18.8%
+352.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.6% | +4.0% | +8.2% |
| 7D | -12.3% | -1.0% | -11.3% | -12.0% |
| 30D | -26.0% | +15.7% | -41.7% | -26.9% |
| 3M | -8.1% | +4.8% | -12.9% | -8.4% |
| 6M | +1.4% | +45.6% | -44.2% | -4.1% |
| YTD | +115.6% | +11.6% | +104.0% | +111.4% |
| 1Y | +128.0% | +29.8% | +98.2% | +119.0% |
| 3Y | +371.4% | +20.8% | +350.6% | +337.4% |
| All | +371.4% | +18.8% | +352.6% | +337.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling