-20.0%
DASH vs DLTR
+22.8%
-42.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.6% | +0.3% | -3.8% |
| 7D | -11.2% | -5.8% | -5.4% | -9.7% |
| 30D | -7.3% | -5.2% | -2.1% | -6.0% |
| 3M | +31.4% | +15.2% | +16.3% | +27.2% |
| 6M | +11.9% | +7.1% | +4.7% | +8.5% |
| YTD | -11.5% | +0.8% | -12.3% | -13.9% |
| 1Y | -20.0% | +24.8% | -44.8% | -30.0% |
| All | -20.0% | +22.8% | -42.8% | -30.0% |
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