+2,628.1%
COP vs DLTR
+11,640.8%
-9,012.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +3.0% | +2.5% | +0.5% | +2.7% |
| 30D | +17.5% | +2.1% | +15.4% | +17.1% |
| 3M | +13.4% | +20.3% | -6.9% | +10.5% |
| 6M | +17.7% | +11.5% | +6.2% | +15.2% |
| YTD | +46.6% | +6.8% | +39.7% | +44.0% |
| 1Y | +44.6% | +31.1% | +13.5% | +38.0% |
| 3Y | +20.7% | +10.7% | +10.0% | +15.4% |
| 5Y | +185.0% | +41.6% | +143.4% | +160.0% |
| 10Y | +347.0% | +58.1% | +288.9% | +295.6% |
| All | +2,628.1% | +11,640.8% | -9,012.8% | +1,542.7% |
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 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