+14,238.9%
DHR vs DLTR
+10,476.7%
+3,762.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.6% |
| 7D | -2.4% | -10.2% | +7.8% | -0.7% |
| 30D | -2.2% | -8.5% | +6.3% | -0.9% |
| 3M | +9.0% | +5.6% | +3.4% | +7.7% |
| 6M | +3.5% | +2.2% | +1.3% | +2.4% |
| YTD | -10.1% | -3.8% | -6.4% | -10.3% |
| 1Y | +6.2% | +22.9% | -16.7% | +1.4% |
| 3Y | -5.4% | +2.0% | -7.4% | -9.1% |
| 5Y | -27.9% | +29.8% | -57.7% | -35.0% |
| 10Y | +215.7% | +45.0% | +170.7% | +168.6% |
| All | +14,238.9% | +10,476.7% | +3,762.1% | +6,478.5% |
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 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