+108.4%
CSCO vs DLTR
+1.6%
+106.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | 0.0% | -10.2% | +10.2% | +0.6% |
| 30D | -10.7% | -8.5% | -2.2% | -10.3% |
| 3M | -8.7% | +5.6% | -14.3% | -9.3% |
| 6M | +44.9% | +2.2% | +42.7% | +44.0% |
| YTD | +44.1% | -3.8% | +47.9% | +43.7% |
| 1Y | +65.9% | +22.9% | +42.9% | +60.8% |
| All | +108.4% | +1.6% | +106.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling