+45.9%
CSCO vs DLTR
+45.2%
+0.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -9.0% | +1.3% |
| 7D | -6.1% | +15.6% | -21.6% | -5.0% |
| 30D | -8.2% | +29.9% | -38.0% | -6.6% |
| 3M | -14.6% | +12.5% | -27.0% | -13.6% |
| 6M | +12.7% | +56.3% | -43.6% | +14.1% |
| YTD | +37.0% | +19.5% | +17.5% | +37.5% |
| 1Y | +45.9% | +44.0% | +1.9% | +46.9% |
| All | +45.9% | +45.2% | +0.7% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling