+887.0%
DECK vs DLTR
+88.8%
+798.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.4% | +2.7% |
| 7D | +6.4% | -1.0% | +7.4% | +6.6% |
| 30D | +9.1% | +15.7% | -6.6% | +3.7% |
| 3M | -7.2% | +4.8% | -12.0% | -8.9% |
| 6M | -9.9% | +45.6% | -55.6% | -21.4% |
| YTD | -12.8% | +11.6% | -24.3% | -17.2% |
| 1Y | +10.6% | +29.8% | -19.2% | -0.4% |
| 3Y | -13.8% | +20.8% | -34.6% | -23.9% |
| 5Y | +27.6% | +23.5% | +4.1% | +6.9% |
| 10Y | +887.0% | +80.5% | +806.6% | +520.6% |
| All | +887.0% | +88.8% | +798.2% | +520.6% |
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