+7,715.0%
CME vs DLTR
+1,383.7%
+6,331.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.3% |
| 7D | +3.9% | +5.3% | -1.3% | +2.7% |
| 30D | +11.3% | +13.4% | -2.1% | +8.0% |
| 3M | +19.6% | +6.6% | +13.0% | +17.3% |
| 6M | +8.1% | +59.1% | -51.0% | -4.0% |
| YTD | +20.4% | +12.3% | +8.2% | +15.0% |
| 1Y | +16.5% | +33.9% | -17.4% | +6.4% |
| 3Y | +66.4% | +23.0% | +43.4% | +47.8% |
| 5Y | +74.5% | +22.1% | +52.4% | +48.0% |
| 10Y | +308.5% | +77.5% | +231.0% | +185.3% |
| All | +7,715.0% | +1,383.7% | +6,331.3% | +2,326.9% |
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