+43.4%
DLTR vs DGX
+255.3%
-211.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -10.1% | -0.9% | -9.2% | -9.8% |
| 30D | -8.1% | -1.2% | -7.0% | -7.8% |
| 3M | +2.9% | +15.8% | -12.9% | -2.2% |
| 6M | +4.3% | +18.2% | -13.8% | -1.6% |
| YTD | -3.9% | +37.2% | -41.1% | -13.9% |
| 1Y | +18.9% | +30.4% | -11.5% | +8.2% |
| 3Y | +1.9% | +96.7% | -94.8% | -20.6% |
| 5Y | +31.0% | +67.2% | -36.2% | +6.7% |
| All | +43.4% | +255.3% | -211.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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