+199.9%
B vs DLTR
+45.9%
+154.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -5.0% | -9.4% | +4.4% | -4.3% |
| 30D | +8.7% | -7.3% | +16.1% | +9.3% |
| 3M | +17.3% | +7.6% | +9.7% | +16.4% |
| 6M | -5.0% | +1.6% | -6.6% | -5.5% |
| YTD | +1.4% | -3.5% | +5.0% | +1.3% |
| 1Y | +50.5% | +20.0% | +30.5% | +47.6% |
| 3Y | +194.4% | +2.3% | +192.1% | +188.7% |
| 5Y | +156.7% | +31.5% | +125.1% | +146.2% |
| All | +199.9% | +45.9% | +154.0% | +203.7% |
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