+6.9%
DLTR vs CAPR
+42.0%
-35.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.6% | -2.0% | -5.6% |
| 7D | -5.8% | -9.5% | +3.7% | -5.7% |
| 30D | -5.2% | +121.5% | -126.8% | -6.0% |
| 3M | +15.2% | -65.4% | +80.5% | +15.5% |
| 6M | +7.1% | -67.5% | +74.7% | +7.5% |
| YTD | +0.8% | -68.6% | +69.4% | +1.2% |
| 1Y | +24.8% | +42.7% | -17.9% | +20.9% |
| 3Y | +6.9% | +43.4% | -36.4% | -5.6% |
| All | +6.9% | +42.0% | -35.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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