+43.4%
DLTR vs CHD
+126.1%
-82.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -10.1% | -4.5% | -5.6% | -8.7% |
| 30D | -8.1% | -6.7% | -1.4% | -6.0% |
| 3M | +2.9% | -2.7% | +5.6% | +3.8% |
| 6M | +4.3% | -4.9% | +9.3% | +5.9% |
| YTD | -3.9% | +13.3% | -17.3% | -7.9% |
| 1Y | +18.9% | +1.0% | +17.9% | +18.0% |
| 3Y | +1.9% | +1.3% | +0.6% | -0.7% |
| 5Y | +31.0% | +20.8% | +10.2% | +18.3% |
| All | +43.4% | +126.1% | -82.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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