+359.9%
CSCO vs DLTR
+45.9%
+314.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.1% | -9.4% | +8.4% | +0.5% |
| 30D | -10.8% | -7.3% | -3.4% | -9.8% |
| 3M | -9.2% | +7.6% | -16.8% | -10.7% |
| 6M | +39.5% | +1.6% | +38.0% | +37.7% |
| YTD | +41.5% | -3.5% | +45.0% | +40.5% |
| 1Y | +61.0% | +20.0% | +40.9% | +52.9% |
| 3Y | +105.2% | +2.3% | +102.9% | +95.9% |
| 5Y | +113.4% | +31.5% | +81.9% | +84.4% |
| All | +359.9% | +45.9% | +314.0% | +274.4% |
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