+24.5%
COP vs DLTR
+1.6%
+22.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.3% |
| 7D | -0.5% | -10.2% | +9.8% | 0.0% |
| 30D | +11.7% | -8.5% | +20.2% | +12.2% |
| 3M | +17.7% | +5.6% | +12.1% | +17.2% |
| 6M | +18.3% | +2.2% | +16.1% | +18.2% |
| YTD | +49.1% | -3.8% | +52.8% | +49.6% |
| 1Y | +53.3% | +22.9% | +30.4% | +49.9% |
| All | +24.5% | +1.6% | +22.9% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling