+52.0%
DLTR vs REPL
-6.0%
+58.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +2.5% | -3.0% | +5.4% | +2.5% |
| 30D | +2.1% | +27.1% | -25.1% | +1.4% |
| 3M | +20.3% | +52.4% | -32.1% | +17.7% |
| 6M | +11.5% | +107.4% | -95.9% | +5.3% |
| YTD | +6.8% | +54.7% | -47.9% | +1.8% |
| 1Y | +31.1% | +158.9% | -127.8% | +20.7% |
| 3Y | +10.7% | -23.7% | +34.4% | -0.1% |
| 5Y | +41.6% | -54.3% | +95.9% | +29.6% |
| All | +52.0% | -6.0% | +58.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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