+62.1%
DAL vs DLTR
+45.2%
+16.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.6% | -2.5% | +4.2% |
| 7D | +11.1% | +15.6% | -4.5% | +6.4% |
| 30D | +7.7% | +29.9% | -22.2% | -0.2% |
| 3M | -3.5% | +12.5% | -16.0% | -7.0% |
| 6M | +31.3% | +56.3% | -25.0% | +14.2% |
| YTD | +30.0% | +19.5% | +10.5% | +23.1% |
| 1Y | +62.1% | +44.0% | +18.1% | +39.4% |
| All | +62.1% | +45.2% | +16.8% | +39.4% |
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