+57.8%
DLTR vs DOC
-2.1%
+59.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +2.5% | -1.5% | +3.9% | +2.9% |
| 30D | +2.1% | -4.8% | +6.8% | +3.6% |
| 3M | +20.3% | +6.9% | +13.4% | +17.8% |
| 6M | +11.5% | +20.7% | -9.2% | +4.4% |
| YTD | +6.8% | +34.1% | -27.3% | -3.5% |
| 1Y | +31.1% | +22.6% | +8.4% | +21.7% |
| 3Y | +10.7% | +20.8% | -10.1% | +1.4% |
| 5Y | +41.6% | -24.9% | +66.5% | +49.9% |
| All | +57.8% | -2.1% | +59.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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