+1,381.2%
D vs DLTR
+11,640.8%
-10,259.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | +2.5% | -1.0% | +1.2% |
| 30D | -2.6% | +2.1% | -4.7% | -2.8% |
| 3M | 0.0% | +20.3% | -20.3% | -1.6% |
| 6M | +7.4% | +11.5% | -4.2% | +6.0% |
| YTD | +15.9% | +6.8% | +9.0% | +14.7% |
| 1Y | +18.1% | +31.1% | -13.0% | +14.8% |
| 3Y | +58.4% | +10.7% | +47.7% | +54.0% |
| 5Y | +5.2% | +41.6% | -36.4% | -0.8% |
| 10Y | +35.9% | +58.1% | -22.3% | +25.1% |
| All | +1,381.2% | +11,640.8% | -10,259.6% | +981.1% |
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