+76.3%
DLTR vs ARWR
+1,024.2%
-948.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | +5.3% | -17.8% | +23.1% | +6.5% |
| 30D | +13.4% | -18.1% | +31.5% | +14.8% |
| 3M | +6.6% | -44.2% | +50.8% | +10.6% |
| 6M | +59.1% | -38.6% | +97.7% | +63.5% |
| YTD | +12.3% | -28.0% | +40.3% | +13.8% |
| 1Y | +33.9% | +16.1% | +17.7% | +31.0% |
| 3Y | +23.0% | +84.0% | -61.0% | +13.1% |
| 5Y | +22.1% | -35.4% | +57.5% | +17.3% |
| All | +76.3% | +1,024.2% | -948.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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