+35.5%
D vs DLTR
+45.9%
-10.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.6% | -9.4% | +7.8% | -0.4% |
| 30D | -3.5% | -7.3% | +3.8% | -2.7% |
| 3M | -1.6% | +7.6% | -9.2% | -2.7% |
| 6M | +5.8% | +1.6% | +4.2% | +4.9% |
| YTD | +14.5% | -3.5% | +18.0% | +14.1% |
| 1Y | +14.2% | +20.0% | -5.9% | +10.2% |
| 3Y | +59.0% | +2.3% | +56.7% | +54.0% |
| 5Y | +5.4% | +31.5% | -26.1% | -5.6% |
| All | +35.5% | +45.9% | -10.4% | +14.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling