+748.8%
DECK vs DLTR
+76.3%
+672.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.5% |
| 7D | +0.1% | +5.3% | -5.2% | -1.6% |
| 30D | +4.8% | +13.4% | -8.6% | +0.3% |
| 3M | -6.9% | +6.6% | -13.5% | -9.2% |
| 6M | -7.6% | +59.1% | -66.6% | -21.7% |
| YTD | -16.3% | +12.3% | -28.5% | -20.7% |
| 1Y | +4.5% | +33.9% | -29.4% | -6.9% |
| 3Y | -17.1% | +23.0% | -40.1% | -27.3% |
| 5Y | +21.9% | +22.1% | -0.2% | +2.7% |
| All | +748.8% | +76.3% | +672.6% | +437.9% |
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