+888.8%
DECK vs DLTR
+84.5%
+804.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.6% | +0.6% |
| 7D | +6.0% | +4.5% | +1.5% | +4.4% |
| 30D | +7.4% | +18.7% | -11.3% | +1.2% |
| 3M | -11.7% | +7.1% | -18.8% | -13.9% |
| 6M | -11.0% | +47.2% | -58.2% | -22.5% |
| YTD | -15.4% | +12.1% | -27.5% | -19.8% |
| 1Y | +7.2% | +31.5% | -24.2% | -3.8% |
| 3Y | -11.8% | +18.6% | -30.4% | -21.6% |
| 5Y | +24.3% | +25.4% | -1.1% | +3.6% |
| All | +888.8% | +84.5% | +804.3% | +520.5% |
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