+22.7%
DIS vs DLTR
+45.9%
-23.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -1.3% | -9.4% | +8.2% | +0.7% |
| 30D | +2.2% | -7.3% | +9.6% | +3.7% |
| 3M | +8.1% | +7.6% | +0.6% | +6.4% |
| 6M | +5.2% | +1.6% | +3.7% | +4.0% |
| YTD | -6.3% | -3.5% | -2.7% | -6.7% |
| 1Y | -7.3% | +20.0% | -27.3% | -12.1% |
| 3Y | +33.8% | +2.3% | +31.5% | +27.3% |
| 5Y | -40.7% | +31.5% | -72.3% | -47.9% |
| All | +22.7% | +45.9% | -23.2% | +0.6% |
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