+395.2%
COR vs DLTR
+45.3%
+349.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.8% | -10.1% | +7.2% | -1.4% |
| 30D | +2.6% | -8.1% | +10.7% | +3.7% |
| 3M | +14.5% | +2.9% | +11.6% | +13.8% |
| 6M | -7.8% | +4.3% | -12.2% | -8.9% |
| YTD | -4.2% | -3.9% | -0.3% | -4.4% |
| 1Y | +7.0% | +18.9% | -11.9% | +3.1% |
| 3Y | +85.5% | +1.9% | +83.6% | +79.4% |
| 5Y | +181.2% | +31.0% | +150.2% | +142.4% |
| All | +395.2% | +45.3% | +349.9% | +285.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling