-36.7%
AUR vs DLTR
+1.7%
-38.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +0.2% | -9.4% | +9.6% | +2.7% |
| 30D | -8.9% | -7.3% | -1.6% | -7.4% |
| 3M | +4.6% | +7.6% | -2.9% | +1.7% |
| 6M | +44.9% | +1.6% | +43.3% | +42.1% |
| YTD | +64.8% | -3.5% | +68.4% | +63.7% |
| 1Y | +16.4% | +20.0% | -3.7% | +7.8% |
| 3Y | +85.1% | +2.3% | +82.8% | +75.0% |
| 5Y | -36.1% | +31.5% | -67.7% | -33.0% |
| All | -36.7% | +1.7% | -38.4% | -33.6% |
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