+43.4%
DLTR vs DD
+66.6%
-23.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -10.1% | -3.5% | -6.6% | -9.0% |
| 30D | -8.1% | -11.7% | +3.5% | -4.5% |
| 3M | +2.9% | -9.2% | +12.1% | +5.7% |
| 6M | +4.3% | -7.2% | +11.5% | +5.9% |
| YTD | -3.9% | +6.6% | -10.5% | -7.1% |
| 1Y | +18.9% | +32.0% | -13.1% | +7.2% |
| 3Y | +1.9% | +42.1% | -40.2% | -11.8% |
| 5Y | +31.0% | +58.1% | -27.1% | +7.5% |
| All | +43.4% | +66.6% | -23.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling