+128.8%
CART vs DLTR
+24.3%
+104.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | +17.8% | +21.5% | -3.7% | +14.9% |
| 3M | +20.7% | +9.8% | +10.9% | +19.2% |
| 6M | +49.7% | +58.6% | -8.9% | +41.7% |
| YTD | +30.0% | +14.8% | +15.2% | +27.9% |
| 1Y | +48.4% | +33.0% | +15.3% | +43.0% |
| All | +128.8% | +24.3% | +104.5% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling