+117.4%
CSCO vs DLTR
+29.6%
+87.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.7% |
| 7D | 0.0% | -10.2% | +10.2% | +1.0% |
| 30D | -10.7% | -8.5% | -2.2% | -10.1% |
| 3M | -8.7% | +5.6% | -14.3% | -9.5% |
| 6M | +44.9% | +2.2% | +42.7% | +43.7% |
| YTD | +44.1% | -3.8% | +47.9% | +43.6% |
| 1Y | +65.9% | +22.9% | +42.9% | +59.9% |
| 3Y | +109.0% | +2.0% | +107.0% | +103.3% |
| All | +117.4% | +29.6% | +87.8% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling