+44.0%
DLTR vs ALLY
+190.4%
-146.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -9.4% | -3.3% | -6.2% | -8.7% |
| 30D | -7.3% | -4.1% | -3.3% | -6.4% |
| 3M | +7.6% | +1.4% | +6.2% | +7.1% |
| 6M | +1.6% | +14.4% | -12.8% | -1.9% |
| YTD | -3.5% | -4.9% | +1.4% | -2.8% |
| 1Y | +20.0% | +5.5% | +14.5% | +17.8% |
| 3Y | +2.3% | +66.0% | -63.8% | -12.0% |
| 5Y | +31.5% | -2.4% | +33.9% | +24.3% |
| All | +44.0% | +190.4% | -146.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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