+44.0%
DLTR vs ALK
-37.3%
+81.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -9.4% | -3.1% | -6.3% | -8.8% |
| 30D | -7.3% | -17.1% | +9.8% | -3.3% |
| 3M | +7.6% | -3.8% | +11.3% | +7.9% |
| 6M | +1.6% | -5.3% | +6.8% | +1.6% |
| YTD | -3.5% | -20.3% | +16.7% | -0.3% |
| 1Y | +20.0% | -36.0% | +56.0% | +29.8% |
| 3Y | +2.3% | +0.8% | +1.5% | -3.3% |
| 5Y | +31.5% | -28.5% | +60.0% | +31.2% |
| All | +44.0% | -37.3% | +81.3% | +27.9% |
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