+18.9%
DLTR vs IDXX
-20.8%
+39.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | -10.1% | -5.7% | -4.4% | -7.5% |
| 30D | -8.1% | -11.5% | +3.4% | -2.8% |
| 3M | +2.9% | -9.5% | +12.4% | +7.3% |
| 6M | +4.3% | -16.0% | +20.3% | +11.3% |
| YTD | -3.9% | -25.4% | +21.5% | +6.2% |
| 1Y | +18.9% | -21.8% | +40.7% | +28.8% |
| All | +18.9% | -20.8% | +39.7% | +28.8% |
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