+44.6%
DAL vs DLTR
+33.3%
+11.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.9% |
| 7D | +1.4% | +2.4% | -1.0% | +0.6% |
| 30D | +9.1% | +21.5% | -12.4% | +3.3% |
| 3M | -3.5% | +9.8% | -13.3% | -6.2% |
| 6M | +23.4% | +58.6% | -35.3% | +7.3% |
| YTD | +26.0% | +14.8% | +11.2% | +20.8% |
| 1Y | +44.6% | +33.0% | +11.6% | +31.9% |
| All | +44.6% | +33.3% | +11.3% | +31.9% |
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 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