+168.5%
DLTR vs ALLY
+99.9%
+68.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | -1.0% | -0.2% | -0.8% | -0.8% |
| 30D | +15.7% | +3.4% | +12.2% | +14.8% |
| 3M | +4.8% | -11.1% | +15.9% | +7.9% |
| 6M | +45.6% | -11.5% | +57.1% | +49.8% |
| YTD | +11.6% | -12.3% | +23.9% | +14.7% |
| 1Y | +29.8% | +1.1% | +28.7% | +29.0% |
| 3Y | +20.8% | +64.8% | -44.0% | +5.1% |
| 5Y | +23.5% | -6.9% | +30.3% | +18.6% |
| 10Y | +80.5% | +194.9% | -114.5% | +26.8% |
| All | +168.5% | +99.9% | +68.6% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling