+91.1%
DASH vs DLTR
+21.5%
+69.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.2% |
| 7D | -4.5% | +5.3% | -9.8% | -5.4% |
| 30D | -6.8% | +13.4% | -20.2% | -8.3% |
| 3M | -20.7% | +6.6% | -27.3% | -21.4% |
| 6M | +15.1% | +59.1% | -44.0% | +8.3% |
| YTD | -24.3% | +12.3% | -36.5% | -26.2% |
| 1Y | -12.1% | +33.9% | -46.0% | -16.0% |
| 3Y | +91.1% | +23.0% | +68.1% | +76.7% |
| All | +91.1% | +21.5% | +69.6% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling