+12,127.0%
DLTR vs M
+345.3%
+11,781.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -2.8% | -3.3% | +0.5% | -1.8% |
| 30D | +21.5% | +8.1% | +13.4% | +19.0% |
| 3M | +11.6% | +2.2% | +9.4% | +10.9% |
| 6M | +58.7% | +35.1% | +23.6% | +45.5% |
| YTD | +16.2% | +15.8% | +0.3% | +10.5% |
| 1Y | +34.8% | +25.8% | +9.0% | +25.4% |
| 3Y | +25.3% | +156.2% | -131.0% | -10.6% |
| 5Y | +25.8% | -2.4% | +28.2% | +10.4% |
| 10Y | +83.7% | -7.1% | +90.8% | +31.2% |
| All | +12,127.0% | +345.3% | +11,781.7% | +3,640.8% |
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