+303.4%
CME vs DLTR
+76.3%
+227.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.1% |
| 7D | +3.9% | +5.3% | -1.3% | +3.2% |
| 30D | +11.3% | +13.4% | -2.1% | +9.4% |
| 3M | +19.6% | +6.6% | +13.0% | +18.3% |
| 6M | +8.1% | +59.1% | -51.0% | +0.9% |
| YTD | +20.4% | +12.3% | +8.2% | +17.5% |
| 1Y | +16.5% | +33.9% | -17.4% | +10.6% |
| 3Y | +66.4% | +23.0% | +43.4% | +56.4% |
| 5Y | +74.5% | +22.1% | +52.4% | +57.7% |
| All | +303.4% | +76.3% | +227.1% | +223.9% |
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 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