+76.3%
DLTR vs A
+302.9%
-226.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +5.3% | -0.5% | +5.7% | +5.5% |
| 30D | +13.4% | 0.0% | +13.4% | +13.3% |
| 3M | +6.6% | +16.7% | -10.1% | +0.7% |
| 6M | +59.1% | +54.8% | +4.2% | +36.4% |
| YTD | +12.3% | +28.8% | -16.6% | +1.7% |
| 1Y | +33.9% | +19.3% | +14.5% | +24.2% |
| 3Y | +23.0% | +65.5% | -42.5% | +0.8% |
| 5Y | +22.1% | +12.1% | +10.0% | +10.5% |
| All | +76.3% | +302.9% | -226.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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