+45.0%
DLTR vs M
-7.1%
+52.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.7% |
| 7D | -10.2% | -4.1% | -6.2% | -9.5% |
| 30D | -8.5% | -13.6% | +5.1% | -5.7% |
| 3M | +5.6% | -2.3% | +7.8% | +6.0% |
| 6M | +2.2% | +21.9% | -19.7% | -1.9% |
| YTD | -3.8% | -0.6% | -3.2% | -4.1% |
| 1Y | +22.9% | +29.7% | -6.8% | +16.4% |
| 3Y | +2.0% | +107.3% | -105.2% | -15.3% |
| 5Y | +29.8% | +20.5% | +9.3% | +14.9% |
| 10Y | +45.0% | -6.1% | +51.1% | +20.9% |
| All | +45.0% | -7.1% | +52.1% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling