+43.4%
DLTR vs DG
+101.8%
-58.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.2% |
| 7D | -10.1% | -6.5% | -3.6% | -6.1% |
| 30D | -8.1% | +4.2% | -12.3% | -10.6% |
| 3M | +2.9% | +9.5% | -6.7% | -3.1% |
| 6M | +4.3% | -13.1% | +17.5% | +13.5% |
| YTD | -3.9% | -4.8% | +0.9% | -1.4% |
| 1Y | +18.9% | +20.6% | -1.7% | +4.5% |
| 3Y | +1.9% | +4.9% | -3.0% | -10.1% |
| 5Y | +31.0% | -37.9% | +68.9% | +63.7% |
| All | +43.4% | +101.8% | -58.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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