+658.3%
DLTR vs DG
+577.8%
+80.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -3.3% |
| 7D | -5.8% | -2.5% | -3.4% | -4.4% |
| 30D | -5.2% | +1.0% | -6.3% | -5.9% |
| 3M | +15.2% | +20.3% | -5.1% | +3.3% |
| 6M | +7.1% | -11.7% | +18.9% | +14.8% |
| YTD | +0.8% | -2.3% | +3.2% | +1.9% |
| 1Y | +24.8% | +20.0% | +4.8% | +11.4% |
| 3Y | +6.9% | +7.2% | -0.3% | -5.0% |
| 5Y | +33.2% | -37.9% | +71.2% | +61.8% |
| 10Y | +51.6% | +107.3% | -55.7% | -4.3% |
| All | +658.3% | +577.8% | +80.6% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling