+50.5%
COP vs DLTR
+19.1%
+31.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.3% | -10.1% | +12.4% | +1.8% |
| 30D | +8.6% | -8.1% | +16.7% | +8.2% |
| 3M | +19.9% | +2.9% | +17.0% | +20.3% |
| 6M | +19.0% | +4.3% | +14.7% | +20.8% |
| YTD | +50.0% | -3.9% | +53.9% | +53.4% |
| 1Y | +50.5% | +18.9% | +31.6% | +46.9% |
| All | +50.5% | +19.1% | +31.4% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling