+6.8%
DLTR vs COMP
-10.9%
+17.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | +5.3% | 0.0% | +5.3% | +5.2% |
| 30D | +13.4% | +16.6% | -3.1% | +11.6% |
| 3M | +6.6% | -23.5% | +30.1% | +8.9% |
| 6M | +59.1% | +25.7% | +33.3% | +54.6% |
| YTD | +12.3% | -3.4% | +15.7% | +10.5% |
| 1Y | +33.9% | +7.6% | +26.3% | +30.4% |
| 3Y | +23.0% | +423.6% | -400.6% | +0.6% |
| All | +6.8% | -10.9% | +17.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling