+781.3%
DECK vs DLTR
+85.5%
+695.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.1% |
| 7D | -0.8% | -2.8% | +2.0% | 0.0% |
| 30D | +4.9% | +21.5% | -16.6% | -2.0% |
| 3M | -5.8% | +11.6% | -17.4% | -9.5% |
| 6M | -8.6% | +58.7% | -67.3% | -22.5% |
| YTD | -14.7% | +16.2% | -30.9% | -20.2% |
| 1Y | +6.9% | +34.8% | -28.0% | -5.0% |
| 3Y | -16.2% | +25.3% | -41.5% | -26.9% |
| 5Y | +25.3% | +25.8% | -0.6% | +4.5% |
| 10Y | +781.3% | +83.7% | +697.7% | +450.3% |
| All | +781.3% | +85.5% | +695.8% | +450.3% |
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