+11,144.7%
DLTR vs M
+309.6%
+10,835.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +2.5% | +4.7% | -2.3% | +1.1% |
| 30D | +2.1% | -9.6% | +11.7% | +4.9% |
| 3M | +20.3% | +0.9% | +19.4% | +19.7% |
| 6M | +11.5% | +22.3% | -10.8% | +4.9% |
| YTD | +6.8% | +6.5% | +0.3% | +4.1% |
| 1Y | +31.1% | +38.8% | -7.7% | +18.6% |
| 3Y | +10.7% | +115.9% | -105.2% | -17.3% |
| 5Y | +41.6% | +28.6% | +13.0% | +13.8% |
| 10Y | +58.1% | -2.5% | +60.7% | +10.2% |
| All | +11,144.7% | +309.6% | +10,835.2% | +3,422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling