+7.0%
DLTR vs COMP
-49.4%
+56.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.3% |
| 7D | -5.8% | +4.1% | -9.9% | -6.1% |
| 30D | -5.2% | -14.5% | +9.3% | -4.0% |
| 3M | +15.2% | +41.8% | -26.6% | +11.5% |
| 6M | +7.1% | +23.6% | -16.4% | +4.2% |
| YTD | +0.8% | +1.7% | -0.9% | -0.8% |
| 1Y | +24.8% | +12.6% | +12.2% | +21.3% |
| 3Y | +6.9% | +221.9% | -214.9% | -7.6% |
| 5Y | +33.2% | -28.1% | +61.4% | +13.0% |
| All | +7.0% | -49.4% | +56.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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