+58.3%
DIA vs DLTR
+1.6%
+56.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.4% |
| 7D | -1.2% | -10.2% | +9.0% | -0.3% |
| 30D | -2.7% | -8.5% | +5.8% | -2.0% |
| 3M | +3.3% | +5.6% | -2.3% | +2.7% |
| 6M | +10.4% | +2.2% | +8.2% | +9.8% |
| YTD | +10.0% | -3.8% | +13.7% | +9.9% |
| 1Y | +16.2% | +22.9% | -6.8% | +13.5% |
| All | +58.3% | +1.6% | +56.8% | +52.9% |
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