+18.4%
DLTR vs COMP
-49.2%
+67.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.0% | +4.1% |
| 7D | -1.0% | +14.5% | -15.5% | -2.2% |
| 30D | +15.7% | +14.9% | +0.8% | +14.1% |
| 3M | +4.8% | -14.2% | +19.1% | +5.9% |
| 6M | +45.6% | +23.7% | +21.9% | +42.0% |
| YTD | +11.6% | +2.1% | +9.5% | +9.5% |
| 1Y | +29.8% | +26.2% | +3.6% | +24.9% |
| 3Y | +20.8% | +470.9% | -450.1% | -0.1% |
| 5Y | +23.5% | -14.0% | +37.5% | +4.1% |
| All | +18.4% | -49.2% | +67.6% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling