+741.1%
DECK vs DLTR
+57.3%
+683.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.2% | +2.5% | -4.7% | -3.1% |
| 30D | -13.6% | +2.1% | -15.7% | -14.2% |
| 3M | -21.2% | +20.3% | -41.5% | -26.0% |
| 6M | -21.1% | +11.5% | -32.6% | -24.7% |
| YTD | -17.2% | +6.8% | -24.1% | -20.1% |
| 1Y | -30.7% | +31.1% | -61.8% | -37.7% |
| 3Y | -3.4% | +10.7% | -14.0% | -11.9% |
| 5Y | +25.5% | +41.6% | -16.1% | -0.9% |
| All | +741.1% | +57.3% | +683.9% | +455.3% |
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