+308.5%
CSCO vs DLTR
+76.3%
+232.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -4.0% | -5.9% |
| 7D | +1.9% | +5.3% | -3.4% | +1.1% |
| 30D | -15.8% | +13.4% | -29.2% | -17.6% |
| 3M | -15.4% | +6.6% | -22.0% | -16.5% |
| 6M | -5.4% | +59.1% | -64.5% | -13.3% |
| YTD | +26.5% | +12.3% | +14.2% | +22.3% |
| 1Y | +25.9% | +33.9% | -8.0% | +17.7% |
| 3Y | +97.5% | +23.0% | +74.5% | +82.6% |
| 5Y | +93.0% | +22.1% | +70.9% | +72.6% |
| All | +308.5% | +76.3% | +232.2% | +227.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling