-8.5%
DASH vs DLTR
+26.0%
-34.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +1.5% |
| 7D | +0.4% | -2.0% | +2.4% | +1.5% |
| 30D | -6.0% | +12.8% | -18.8% | -8.3% |
| 3M | -15.8% | +1.1% | -16.9% | -15.4% |
| 6M | +7.0% | +35.9% | -28.9% | -0.2% |
| YTD | -20.7% | +6.6% | -27.3% | -23.9% |
| 1Y | -8.5% | +28.6% | -37.2% | -20.1% |
| All | -8.5% | +26.0% | -34.6% | -20.1% |
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