+3,595.6%
DLR vs DLTR
+1,280.9%
+2,314.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.6% | +2.5% | -0.9% | +1.0% |
| 30D | -3.4% | +2.1% | -5.4% | -3.9% |
| 3M | +0.5% | +20.3% | -19.8% | -3.7% |
| 6M | +4.6% | +11.5% | -7.0% | +1.1% |
| YTD | +23.4% | +6.8% | +16.6% | +20.1% |
| 1Y | +19.0% | +31.1% | -12.1% | +10.2% |
| 3Y | +56.5% | +10.7% | +45.8% | +45.4% |
| 5Y | +33.3% | +41.6% | -8.3% | +11.4% |
| 10Y | +165.1% | +58.1% | +107.0% | +96.0% |
| All | +3,595.6% | +1,280.9% | +2,314.7% | +1,045.4% |
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 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