+272.2%
CME vs DLTR
+45.9%
+226.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -2.4% | -9.4% | +7.1% | -1.1% |
| 30D | +6.2% | -7.3% | +13.5% | +7.2% |
| 3M | +4.4% | +7.6% | -3.2% | +3.1% |
| 6M | -9.6% | +1.6% | -11.2% | -10.4% |
| YTD | +3.8% | -3.5% | +7.3% | +3.4% |
| 1Y | +9.5% | +20.0% | -10.5% | +5.4% |
| 3Y | +51.9% | +2.3% | +49.7% | +46.6% |
| 5Y | +78.7% | +31.5% | +47.2% | +54.9% |
| All | +272.2% | +45.9% | +226.4% | +195.3% |
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