+21,391.8%
COST vs DLTR
+10,500.9%
+10,890.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -2.5% | -9.4% | +7.0% | -0.3% |
| 30D | -4.4% | -7.3% | +2.9% | -2.9% |
| 3M | -8.1% | +7.6% | -15.6% | -9.8% |
| 6M | -9.2% | +1.6% | -10.8% | -10.7% |
| YTD | +5.1% | -3.5% | +8.6% | +4.4% |
| 1Y | -5.1% | +20.0% | -25.1% | -10.7% |
| 3Y | +70.4% | +2.3% | +68.1% | +59.3% |
| 5Y | +104.7% | +31.5% | +73.2% | +76.1% |
| 10Y | +608.8% | +45.4% | +563.5% | +461.4% |
| All | +21,391.8% | +10,500.9% | +10,890.9% | +6,424.6% |
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