+364.8%
C vs DLTR
+11,640.8%
-11,276.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | +2.5% | +1.2% | +3.0% |
| 30D | +0.1% | +2.1% | -2.0% | -0.5% |
| 3M | +2.4% | +20.3% | -17.9% | -2.6% |
| 6M | +24.9% | +11.5% | +13.4% | +19.9% |
| YTD | +19.8% | +6.8% | +13.0% | +15.9% |
| 1Y | +44.9% | +31.1% | +13.8% | +32.5% |
| 3Y | +263.0% | +10.7% | +252.3% | +233.0% |
| 5Y | +129.5% | +41.6% | +87.9% | +90.1% |
| 10Y | +291.6% | +58.1% | +233.5% | +202.5% |
| All | +364.8% | +11,640.8% | -11,276.0% | +49.9% |
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