+2.1%
DLTR vs DG
+4.6%
-2.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.2% |
| 7D | -10.2% | -4.8% | -5.4% | -7.7% |
| 30D | -8.5% | +1.8% | -10.2% | -9.4% |
| 3M | +5.6% | +14.5% | -8.9% | -1.9% |
| 6M | +2.2% | -13.6% | +15.7% | +9.4% |
| YTD | -3.8% | -4.8% | +1.1% | -1.8% |
| 1Y | +22.9% | +21.6% | +1.4% | +10.8% |
| All | +2.1% | +4.6% | -2.5% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling