+61.0%
CSCO vs DLTR
+21.9%
+39.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.1% | -9.4% | +8.4% | -1.4% |
| 30D | -10.8% | -7.3% | -3.4% | -11.0% |
| 3M | -9.2% | +7.6% | -16.8% | -9.3% |
| 6M | +39.5% | +1.6% | +38.0% | +38.7% |
| YTD | +41.5% | -3.5% | +45.0% | +40.4% |
| 1Y | +61.0% | +20.0% | +40.9% | +57.4% |
| All | +61.0% | +21.9% | +39.1% | +57.4% |
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 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