+10,513.3%
DLTR vs DD
+830.0%
+9,683.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -5.2% | -7.4% | +2.2% | -3.2% |
| 3M | +15.2% | -6.4% | +21.6% | +17.1% |
| 6M | +7.1% | -2.5% | +9.6% | +7.1% |
| YTD | +0.8% | +10.2% | -9.4% | -3.0% |
| 1Y | +24.8% | +36.9% | -12.2% | +12.6% |
| 3Y | +6.9% | +47.0% | -40.1% | -7.1% |
| 5Y | +33.2% | +63.1% | -29.9% | +10.6% |
| 10Y | +51.6% | +68.2% | -16.6% | +17.9% |
| All | +10,513.3% | +830.0% | +9,683.3% | +4,229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling