+44.0%
DLTR vs M
+36.6%
+7.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.6% | +2.0% | +6.3% |
| 7D | +15.6% | +8.3% | +7.3% | +11.8% |
| 30D | +29.9% | +14.2% | +15.7% | +22.7% |
| 3M | +12.5% | -1.1% | +13.6% | +12.8% |
| 6M | +56.3% | +36.6% | +19.7% | +36.2% |
| YTD | +19.5% | +19.8% | -0.3% | +9.4% |
| 1Y | +44.0% | +37.2% | +6.8% | +23.2% |
| All | +44.0% | +36.6% | +7.5% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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