+156.0%
B vs DLTR
+33.2%
+122.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.2% | -1.0% |
| 7D | +2.3% | -5.8% | +8.1% | +2.8% |
| 30D | +1.4% | -5.2% | +6.6% | +1.7% |
| 3M | +12.2% | +15.2% | -3.0% | +10.8% |
| 6M | -2.1% | +7.1% | -9.2% | -3.0% |
| YTD | +2.9% | +0.8% | +2.1% | +2.4% |
| 1Y | +55.3% | +24.8% | +30.5% | +52.1% |
| 3Y | +198.7% | +6.9% | +191.8% | +192.3% |
| All | +156.0% | +33.2% | +122.7% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling