+54.7%
DLTR vs INVH
+75.4%
-20.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -10.1% | -3.0% | -7.1% | -9.1% |
| 30D | -8.1% | -7.5% | -0.6% | -5.6% |
| 3M | +2.9% | -5.5% | +8.4% | +5.0% |
| 6M | +4.3% | +11.7% | -7.4% | +0.5% |
| YTD | -3.9% | +1.3% | -5.3% | -4.5% |
| 1Y | +18.9% | -6.1% | +25.0% | +21.1% |
| 3Y | +1.9% | -9.8% | +11.7% | +3.9% |
| 5Y | +31.0% | -19.7% | +50.7% | +37.4% |
| All | +54.7% | +75.4% | -20.7% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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