+141.9%
DLTR vs AR
-30.5%
+172.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.3% | +3.1% | +7.2% |
| 7D | +5.0% | -5.8% | +10.8% | +5.4% |
| 30D | +18.7% | +4.8% | +13.9% | +18.3% |
| 3M | +8.9% | +1.5% | +7.3% | +8.6% |
| 6M | +49.4% | +4.7% | +44.7% | +48.7% |
| YTD | +14.5% | +9.2% | +5.3% | +13.3% |
| 1Y | +32.5% | +11.2% | +21.3% | +30.9% |
| 3Y | +23.4% | +46.2% | -22.8% | +18.8% |
| 5Y | +26.2% | +98.1% | -71.9% | +18.4% |
| 10Y | +82.4% | +54.5% | +27.9% | +59.4% |
| All | +141.9% | -30.5% | +172.4% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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