+6,781.2%
CME vs DLTR
+1,312.1%
+5,469.1%
-77.5%
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% | -0.3% |
| 7D | -1.6% | +2.5% | -4.0% | -2.1% |
| 30D | +6.2% | +2.1% | +4.2% | +5.7% |
| 3M | +10.4% | +20.3% | -9.8% | +5.5% |
| 6M | -9.5% | +11.5% | -21.0% | -12.8% |
| YTD | +6.0% | +6.8% | -0.8% | +2.8% |
| 1Y | +9.3% | +31.1% | -21.8% | +0.4% |
| 3Y | +57.7% | +10.7% | +47.0% | +44.1% |
| 5Y | +77.7% | +41.6% | +36.1% | +43.2% |
| 10Y | +281.2% | +58.1% | +223.1% | +175.8% |
| All | +6,781.2% | +1,312.1% | +5,469.1% | +2,069.3% |
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 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