+2,791.0%
COP vs DLTR
+12,235.8%
-9,444.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +1.9% |
| 7D | +4.4% | +5.3% | -0.9% | +3.7% |
| 30D | 0.0% | +13.4% | -13.4% | -1.8% |
| 3M | +15.0% | +6.6% | +8.4% | +13.6% |
| 6M | +22.0% | +59.1% | -37.1% | +14.0% |
| YTD | +55.3% | +12.3% | +43.1% | +51.1% |
| 1Y | +64.1% | +33.9% | +30.3% | +55.9% |
| 3Y | +34.1% | +23.0% | +11.1% | +26.1% |
| 5Y | +133.4% | +22.1% | +111.3% | +116.7% |
| 10Y | +338.6% | +77.5% | +261.1% | +281.9% |
| All | +2,791.0% | +12,235.8% | -9,444.8% | +1,623.4% |
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