+8,818.3%
CSCO vs DLTR
+11,640.8%
-2,822.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | +2.5% | -3.1% | -1.2% |
| 30D | -10.1% | +2.1% | -12.2% | -10.6% |
| 3M | -15.7% | +20.3% | -36.0% | -19.5% |
| 6M | +36.3% | +11.5% | +24.8% | +31.1% |
| YTD | +43.8% | +6.8% | +37.0% | +39.1% |
| 1Y | +63.9% | +31.1% | +32.8% | +50.5% |
| 3Y | +104.4% | +10.7% | +93.7% | +87.7% |
| 5Y | +111.4% | +41.6% | +69.7% | +76.2% |
| 10Y | +361.7% | +58.1% | +303.5% | +256.1% |
| All | +8,818.3% | +11,640.8% | -2,822.5% | +2,033.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling