+52.1%
CSX vs DLTR
+19.6%
+32.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.0% |
| 7D | -0.6% | -10.2% | +9.7% | +0.1% |
| 30D | -3.2% | -8.5% | +5.3% | -2.7% |
| 3M | +2.6% | +5.6% | -3.0% | +1.7% |
| 6M | +19.8% | +2.2% | +17.6% | +20.3% |
| YTD | +34.7% | -3.8% | +38.4% | +36.5% |
| 1Y | +52.1% | +22.9% | +29.2% | +50.0% |
| All | +52.1% | +19.6% | +32.6% | +50.0% |
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