-12.8%
DECK vs DLTR
+26.4%
-39.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.6% | -3.7% | +3.0% |
| 7D | +10.4% | +15.6% | -5.2% | +5.5% |
| 30D | +11.1% | +29.9% | -18.8% | +2.5% |
| 3M | -10.8% | +12.5% | -23.2% | -14.1% |
| 6M | -8.7% | +56.3% | -65.0% | -20.5% |
| YTD | -14.0% | +19.5% | -33.5% | -19.5% |
| 1Y | +12.0% | +44.0% | -32.0% | -0.7% |
| All | -12.8% | +26.4% | -39.1% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling