+152.8%
B vs DLTR
+12,520.8%
-12,368.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.1% |
| 7D | -6.2% | +2.4% | -8.6% | -6.2% |
| 30D | -6.6% | +21.5% | -28.1% | -6.9% |
| 3M | -7.9% | +9.8% | -17.7% | -8.0% |
| 6M | -16.8% | +58.6% | -75.4% | -17.3% |
| YTD | -11.7% | +14.8% | -26.5% | -11.9% |
| 1Y | +3.5% | +33.0% | -29.6% | +3.0% |
| 3Y | +165.7% | +23.8% | +141.9% | +164.1% |
| 5Y | +108.4% | +24.9% | +83.5% | +107.4% |
| 10Y | +212.7% | +81.6% | +131.1% | +211.9% |
| All | +152.8% | +12,520.8% | -12,368.0% | +131.5% |
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