-3.1%
DLTR vs AS
+120.4%
-123.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.4% |
| 7D | +2.5% | -4.9% | +7.4% | +3.4% |
| 30D | +2.1% | -19.6% | +21.7% | +6.2% |
| 3M | +20.3% | -14.4% | +34.7% | +23.7% |
| 6M | +11.5% | -20.1% | +31.6% | +15.6% |
| YTD | +6.8% | -20.9% | +27.8% | +10.7% |
| 1Y | +31.1% | -21.9% | +52.9% | +35.7% |
| All | -3.1% | +120.4% | -123.5% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling