+82.4%
DLTR vs ALK
-39.7%
+122.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +5.0% | +12.9% | -7.9% | +2.2% |
| 30D | +18.7% | +5.5% | +13.2% | +17.1% |
| 3M | +8.9% | -12.1% | +21.0% | +11.8% |
| 6M | +49.4% | +1.7% | +47.7% | +47.4% |
| YTD | +14.5% | -17.4% | +31.9% | +17.1% |
| 1Y | +32.5% | -1.9% | +34.4% | +30.4% |
| 3Y | +23.4% | +21.2% | +2.2% | +11.8% |
| 5Y | +26.2% | -27.8% | +54.0% | +25.5% |
| 10Y | +82.4% | -41.0% | +123.4% | +58.6% |
| All | +82.4% | -39.7% | +122.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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