+10,513.3%
DLTR vs IT
+1,720.0%
+8,793.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.4% | +1.8% | -4.2% |
| 7D | -5.8% | -9.1% | +3.3% | -4.1% |
| 30D | -5.2% | -7.0% | +1.8% | -4.1% |
| 3M | +15.2% | +7.6% | +7.5% | +12.3% |
| 6M | +7.1% | +2.1% | +5.0% | +4.9% |
| YTD | +0.8% | -31.6% | +32.4% | +5.7% |
| 1Y | +24.8% | -29.9% | +54.7% | +29.8% |
| 3Y | +6.9% | -51.3% | +58.2% | +17.2% |
| 5Y | +33.2% | -44.8% | +78.0% | +41.1% |
| 10Y | +51.6% | +91.4% | -39.8% | +22.9% |
| All | +10,513.3% | +1,720.0% | +8,793.3% | +4,923.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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