+44.0%
DLTR vs A
+247.2%
-203.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | -9.4% | -4.6% | -4.9% | -7.9% |
| 30D | -7.3% | -4.3% | -3.1% | -6.1% |
| 3M | +7.6% | +8.9% | -1.4% | +3.9% |
| 6M | +1.6% | +24.5% | -22.9% | -6.1% |
| YTD | -3.5% | +5.8% | -9.3% | -6.3% |
| 1Y | +20.0% | +16.2% | +3.8% | +12.7% |
| 3Y | +2.3% | +28.5% | -26.2% | -8.6% |
| 5Y | +31.5% | -16.3% | +47.9% | +31.7% |
| All | +44.0% | +247.2% | -203.1% | -9.9% |
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