+27.3%
DLTR vs ARMK
+96.1%
-68.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -2.8% | +2.8% | -5.6% | -3.2% |
| 30D | +21.5% | -1.8% | +23.3% | +21.6% |
| 3M | +11.6% | -10.9% | +22.5% | +13.9% |
| 6M | +58.7% | +21.2% | +37.5% | +50.9% |
| YTD | +16.2% | +47.0% | -30.8% | +5.7% |
| 1Y | +34.8% | +42.9% | -8.0% | +23.4% |
| All | +27.3% | +96.1% | -68.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling