+11,819.4%
DECK vs DLTR
+12,223.3%
-403.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.6% | -0.1% |
| 7D | +6.0% | +4.5% | +1.5% | +4.9% |
| 30D | +7.4% | +18.7% | -11.3% | +3.2% |
| 3M | -11.7% | +7.1% | -18.8% | -13.2% |
| 6M | -11.0% | +47.2% | -58.2% | -19.0% |
| YTD | -15.4% | +12.1% | -27.5% | -18.3% |
| 1Y | +7.2% | +31.5% | -24.2% | -0.3% |
| 3Y | -11.8% | +18.6% | -30.4% | -18.4% |
| 5Y | +24.3% | +25.4% | -1.1% | +11.6% |
| 10Y | +907.5% | +87.4% | +820.2% | +709.0% |
| All | +11,819.4% | +12,223.3% | -403.9% | +4,048.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling