+158.1%
DASH vs DLTR
+11.8%
+146.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -10.6% | +2.5% | -13.0% | -10.9% |
| 30D | +2.2% | +2.1% | +0.1% | +1.8% |
| 3M | +32.3% | +20.3% | +12.0% | +28.8% |
| 6M | +19.1% | +11.5% | +7.6% | +16.3% |
| YTD | -6.5% | +6.8% | -13.3% | -8.4% |
| 1Y | -14.9% | +31.1% | -46.0% | -18.8% |
| All | +158.1% | +11.8% | +146.4% | +127.6% |
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