+2.3%
DLTR vs A
+28.1%
-25.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | -9.4% | -4.6% | -4.9% | -7.7% |
| 30D | -7.3% | -4.3% | -3.1% | -6.0% |
| 3M | +7.6% | +8.9% | -1.4% | +3.2% |
| 6M | +1.6% | +24.5% | -22.9% | -7.5% |
| YTD | -3.5% | +5.8% | -9.3% | -7.6% |
| 1Y | +20.0% | +16.2% | +3.8% | +10.9% |
| All | +2.3% | +28.1% | -25.8% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling