+161.0%
B vs DLTR
+12,666.4%
-12,505.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | -2.7% | -2.8% | +0.1% | -2.6% |
| 30D | -4.3% | +21.5% | -25.8% | -4.6% |
| 3M | -2.3% | +11.6% | -13.9% | -2.5% |
| 6M | -16.2% | +58.7% | -75.0% | -16.8% |
| YTD | -8.8% | +16.2% | -25.0% | -9.1% |
| 1Y | +11.4% | +34.8% | -23.5% | +10.9% |
| 3Y | +174.3% | +25.3% | +149.0% | +172.6% |
| 5Y | +116.2% | +25.8% | +90.4% | +115.1% |
| 10Y | +222.7% | +83.7% | +139.1% | +221.9% |
| All | +161.0% | +12,666.4% | -12,505.5% | +138.9% |
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