+351.3%
DAL vs DLTR
+904.5%
-553.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | +2.5% | -2.3% | -0.8% |
| 30D | -13.9% | +2.1% | -16.0% | -14.7% |
| 3M | +1.1% | +20.3% | -19.2% | -5.7% |
| 6M | +26.2% | +11.5% | +14.7% | +19.6% |
| YTD | +16.4% | +6.8% | +9.6% | +11.7% |
| 1Y | +33.9% | +31.1% | +2.8% | +18.5% |
| 3Y | +93.4% | +10.7% | +82.7% | +72.3% |
| 5Y | +106.4% | +41.6% | +64.7% | +55.9% |
| 10Y | +143.0% | +58.1% | +84.8% | +57.3% |
| All | +351.3% | +904.5% | -553.2% | -15.9% |
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 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