-4.5%
DASH vs DLTR
+24.3%
-28.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | -0.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.5% |
| 30D | -7.9% | +15.7% | -23.6% | -10.9% |
| 3M | -16.3% | +4.8% | -21.2% | -17.3% |
| 6M | +10.4% | +45.6% | -35.2% | +0.8% |
| YTD | -20.1% | +11.6% | -31.7% | -23.0% |
| 1Y | -11.4% | +29.8% | -41.2% | -17.7% |
| 3Y | +114.1% | +20.8% | +93.3% | +97.0% |
| 5Y | -5.8% | +23.5% | -29.2% | -7.3% |
| All | -4.5% | +24.3% | -28.8% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling