+11,144.7%
DLTR vs CP
+10,523.9%
+620.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.5% | -2.7% | +5.1% | +3.2% |
| 30D | +2.1% | +0.2% | +1.9% | +1.9% |
| 3M | +20.3% | +2.6% | +17.7% | +19.1% |
| 6M | +11.5% | +6.0% | +5.5% | +9.2% |
| YTD | +6.8% | +24.9% | -18.1% | -0.7% |
| 1Y | +31.1% | +20.1% | +11.0% | +23.3% |
| 3Y | +10.7% | +16.4% | -5.7% | +4.2% |
| 5Y | +41.6% | +31.7% | +9.9% | +27.1% |
| 10Y | +58.1% | +223.9% | -165.7% | +5.6% |
| All | +11,144.7% | +10,523.9% | +620.8% | +2,772.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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