+489.1%
DDOG vs DLTR
+5.1%
+484.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.9% | -10.1% | +14.0% | +6.2% |
| 30D | -8.2% | -8.1% | -0.1% | -6.8% |
| 3M | -5.6% | +2.9% | -8.4% | -6.8% |
| 6M | +73.5% | +4.3% | +69.2% | +69.3% |
| YTD | +62.7% | -3.9% | +66.6% | +61.1% |
| 1Y | +59.0% | +18.9% | +40.1% | +47.8% |
| 3Y | +117.1% | +1.9% | +115.2% | +102.6% |
| 5Y | +61.3% | +31.0% | +30.3% | +39.8% |
| All | +489.1% | +5.1% | +484.0% | +372.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling