+86.5%
COR vs DLTR
+1.6%
+84.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.5% |
| 7D | -3.9% | -10.2% | +6.4% | -4.0% |
| 30D | -0.3% | -8.5% | +8.2% | -0.4% |
| 3M | +15.9% | +5.6% | +10.3% | +16.1% |
| 6M | -10.3% | +2.2% | -12.4% | -10.0% |
| YTD | -3.7% | -3.8% | +0.1% | -3.4% |
| 1Y | +9.1% | +22.9% | -13.9% | +9.9% |
| All | +86.5% | +1.6% | +84.9% | +94.3% |
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