+11,949.9%
DLTR vs M
+349.4%
+11,600.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +5.0% | +5.0% | 0.0% | +3.8% |
| 30D | +18.7% | +10.6% | +8.1% | +15.5% |
| 3M | +8.9% | +1.6% | +7.3% | +8.3% |
| 6M | +49.4% | +30.8% | +18.6% | +38.3% |
| YTD | +14.5% | +16.9% | -2.4% | +8.7% |
| 1Y | +32.5% | +26.3% | +6.2% | +23.1% |
| 3Y | +23.4% | +158.6% | -135.2% | -12.1% |
| 5Y | +26.2% | +2.1% | +24.1% | +9.3% |
| 10Y | +82.4% | -4.3% | +86.8% | +29.1% |
| All | +11,949.9% | +349.4% | +11,600.4% | +3,577.3% |
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