+18.5%
DLTR vs COMP
-17.6%
+36.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.7% | -15.7% | -5.9% |
| 7D | -2.0% | +13.4% | -15.5% | -3.2% |
| 30D | +12.8% | +11.1% | +1.7% | +11.5% |
| 3M | +1.1% | -18.8% | +20.0% | +2.8% |
| 6M | +35.9% | +10.5% | +25.4% | +33.7% |
| YTD | +6.6% | -3.4% | +10.0% | +5.1% |
| 1Y | +28.6% | +19.7% | +8.9% | +24.1% |
| 3Y | +14.0% | +381.6% | -367.6% | -5.6% |
| All | +18.5% | -17.6% | +36.1% | -0.4% |
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