+13.4%
DLTR vs COMP
-47.7%
+61.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +2.5% | +1.4% | +1.1% | +2.3% |
| 30D | +2.1% | -13.3% | +15.4% | +3.3% |
| 3M | +20.3% | +41.1% | -20.8% | +16.4% |
| 6M | +11.5% | +17.2% | -5.7% | +8.9% |
| YTD | +6.8% | +5.2% | +1.6% | +4.8% |
| 1Y | +31.1% | +18.9% | +12.2% | +26.8% |
| 3Y | +10.7% | +215.9% | -205.2% | -4.3% |
| 5Y | +41.6% | -31.2% | +72.8% | +20.1% |
| All | +13.4% | -47.7% | +61.0% | -6.2% |
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 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