+453.9%
DLTR vs CBOE
+978.8%
-524.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -10.1% | -5.8% | -4.3% | -8.8% |
| 30D | -8.1% | -3.1% | -5.0% | -7.5% |
| 3M | +2.9% | -4.8% | +7.6% | +3.5% |
| 6M | +4.3% | -0.6% | +4.9% | +3.0% |
| YTD | -3.9% | +12.8% | -16.7% | -8.3% |
| 1Y | +18.9% | +19.8% | -0.9% | +11.5% |
| 3Y | +1.9% | +86.9% | -85.0% | -16.6% |
| 5Y | +31.0% | +136.5% | -105.5% | -0.5% |
| 10Y | +44.8% | +368.4% | -323.7% | -8.5% |
| All | +453.9% | +978.8% | -524.8% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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