+7.4%
DASH vs DLTR
+41.6%
-34.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -10.6% | +2.5% | -13.0% | -11.1% |
| 30D | +2.2% | +2.1% | +0.1% | +1.6% |
| 3M | +32.3% | +20.3% | +12.0% | +26.6% |
| 6M | +19.1% | +11.5% | +7.6% | +15.2% |
| YTD | -6.5% | +6.8% | -13.3% | -9.1% |
| 1Y | -14.9% | +31.1% | -46.0% | -21.4% |
| 3Y | +151.9% | +10.7% | +141.3% | +137.8% |
| All | +7.4% | +41.6% | -34.2% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling