+199.0%
B vs DLTR
+11,640.8%
-11,441.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.6% |
| 30D | +9.4% | +2.1% | +7.4% | +9.4% |
| 3M | +5.0% | +20.3% | -15.3% | +4.7% |
| 6M | -3.5% | +11.5% | -15.1% | -3.7% |
| YTD | +4.5% | +6.8% | -2.4% | +4.3% |
| 1Y | +67.8% | +31.1% | +36.7% | +67.1% |
| 3Y | +196.7% | +10.7% | +186.0% | +195.3% |
| 5Y | +151.9% | +41.6% | +110.3% | +151.0% |
| 10Y | +202.2% | +58.1% | +144.0% | +201.6% |
| All | +199.0% | +11,640.8% | -11,441.8% | +174.1% |
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 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