+17,451.9%
COR vs DLTR
+8,972.5%
+8,479.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +2.8% | +2.5% | +0.3% | +2.5% |
| 30D | +4.5% | +2.1% | +2.5% | +4.2% |
| 3M | +22.7% | +20.3% | +2.4% | +19.8% |
| 6M | -9.7% | +11.5% | -21.2% | -11.4% |
| YTD | -1.4% | +6.8% | -8.3% | -2.9% |
| 1Y | +13.9% | +31.1% | -17.2% | +9.1% |
| 3Y | +94.0% | +10.7% | +83.3% | +85.5% |
| 5Y | +184.0% | +41.6% | +142.4% | +158.1% |
| 10Y | +406.8% | +58.1% | +348.6% | +344.5% |
| All | +17,451.9% | +8,972.5% | +8,479.4% | +9,395.7% |
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