+294.7%
C vs DLTR
+45.2%
+249.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.3% | +1.8% |
| 7D | +2.6% | -10.2% | +12.8% | +5.0% |
| 30D | +1.9% | -8.5% | +10.4% | +3.8% |
| 3M | +2.8% | +5.6% | -2.8% | +1.0% |
| 6M | +30.6% | +2.2% | +28.4% | +28.2% |
| YTD | +19.9% | -3.8% | +23.6% | +19.0% |
| 1Y | +44.6% | +22.9% | +21.6% | +34.5% |
| 3Y | +272.1% | +2.0% | +270.1% | +250.7% |
| 5Y | +132.0% | +29.8% | +102.2% | +91.0% |
| 10Y | +294.7% | +45.0% | +249.6% | +195.6% |
| All | +294.7% | +45.2% | +249.4% | +195.6% |
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