+180.7%
COR vs DLTR
+29.9%
+150.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.7% |
| 7D | -4.8% | -9.4% | +4.6% | -4.4% |
| 30D | -3.7% | -7.3% | +3.7% | -3.4% |
| 3M | +14.3% | +7.6% | +6.8% | +14.0% |
| 6M | -8.5% | +1.6% | -10.1% | -8.5% |
| YTD | -4.4% | -3.5% | -0.9% | -4.3% |
| 1Y | +9.1% | +20.0% | -10.9% | +8.1% |
| 3Y | +85.2% | +2.3% | +82.9% | +85.9% |
| 5Y | +180.7% | +31.5% | +149.1% | +167.0% |
| All | +180.7% | +29.9% | +150.8% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling