+34.1%
COP vs DLTR
+21.5%
+12.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +1.7% |
| 7D | +4.4% | +5.3% | -0.9% | +4.2% |
| 30D | 0.0% | +13.4% | -13.4% | -0.6% |
| 3M | +15.0% | +6.6% | +8.4% | +14.6% |
| 6M | +22.0% | +59.1% | -37.1% | +18.3% |
| YTD | +55.3% | +12.3% | +43.1% | +54.8% |
| 1Y | +64.1% | +33.9% | +30.3% | +60.5% |
| 3Y | +34.1% | +23.0% | +11.1% | +20.5% |
| All | +34.1% | +21.5% | +12.6% | +20.5% |
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