+337.5%
COP vs DLTR
+45.9%
+291.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +1.0% | -9.4% | +10.4% | +2.7% |
| 30D | +9.6% | -7.3% | +16.9% | +10.9% |
| 3M | +15.0% | +7.6% | +7.5% | +13.0% |
| 6M | +21.8% | +1.6% | +20.2% | +19.9% |
| YTD | +49.6% | -3.5% | +53.2% | +48.6% |
| 1Y | +49.9% | +20.0% | +29.8% | +41.7% |
| 3Y | +22.6% | +2.3% | +20.3% | +16.3% |
| 5Y | +193.6% | +31.5% | +162.1% | +147.8% |
| All | +337.5% | +45.9% | +291.7% | +246.7% |
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