+34.8%
DIS vs DLTR
+11.8%
+23.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +2.5% | -5.0% | -2.9% |
| 30D | +3.5% | +2.1% | +1.4% | +3.2% |
| 3M | +6.8% | +20.3% | -13.4% | +4.3% |
| 6M | +3.0% | +11.5% | -8.5% | +1.1% |
| YTD | -6.7% | +6.8% | -13.6% | -8.1% |
| 1Y | -10.1% | +31.1% | -41.2% | -14.0% |
| All | +34.8% | +11.8% | +23.0% | +26.4% |
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