+195.1%
COR vs DLTR
+23.8%
+171.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +2.9% | +2.4% | +0.4% | +2.7% |
| 30D | +5.8% | +21.5% | -15.7% | +5.1% |
| 3M | +11.4% | +9.8% | +1.6% | +11.0% |
| 6M | +34.5% | +58.6% | -24.2% | +32.4% |
| YTD | +4.1% | +14.8% | -10.8% | +3.5% |
| 1Y | -3.1% | +33.0% | -36.2% | -4.2% |
| 3Y | +80.9% | +23.8% | +57.0% | +80.5% |
| 5Y | +195.1% | +24.9% | +170.2% | +189.5% |
| All | +195.1% | +23.8% | +171.3% | +189.5% |
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