+44.0%
DLTR vs AS
+3.3%
+40.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.1% | +4.5% | +8.2% |
| 7D | +15.6% | +13.8% | +1.8% | +12.0% |
| 30D | +29.9% | +16.7% | +13.2% | +24.9% |
| 3M | +12.5% | -11.5% | +24.0% | +15.2% |
| 6M | +56.3% | -5.5% | +61.8% | +57.1% |
| YTD | +19.5% | -14.2% | +33.7% | +20.2% |
| 1Y | +44.0% | +2.1% | +41.9% | +47.9% |
| All | +44.0% | +3.3% | +40.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling