+145.4%
DLTR vs AR
-29.4%
+174.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.4% |
| 7D | -2.8% | +2.1% | -4.9% | -2.9% |
| 30D | +21.5% | +4.5% | +17.0% | +21.1% |
| 3M | +11.6% | +1.0% | +10.6% | +11.4% |
| 6M | +58.7% | +4.4% | +54.3% | +58.0% |
| YTD | +16.2% | +10.9% | +5.3% | +14.9% |
| 1Y | +34.8% | +8.6% | +26.3% | +33.4% |
| 3Y | +25.3% | +48.5% | -23.2% | +20.5% |
| 5Y | +25.8% | +95.7% | -69.9% | +18.2% |
| 10Y | +83.7% | +55.5% | +28.2% | +60.4% |
| All | +145.4% | -29.4% | +174.8% | +116.7% |
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