+31.5%
DLTR vs IDXX
-7.4%
+38.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.0% | -2.2% | -4.5% |
| 7D | +4.5% | +16.4% | -12.0% | -1.7% |
| 30D | +18.7% | +30.1% | -11.4% | +5.3% |
| 3M | +7.1% | +14.7% | -7.6% | +1.5% |
| 6M | +47.2% | +19.1% | +28.1% | +35.9% |
| YTD | +12.1% | -0.9% | +13.0% | +10.9% |
| 1Y | +31.5% | -6.9% | +38.3% | +31.5% |
| All | +31.5% | -7.4% | +38.9% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling