+19.3%
DLTR vs S
-56.9%
+76.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -7.3% | -11.8% | +4.5% | -6.8% |
| 3M | +7.6% | +33.9% | -26.4% | +5.2% |
| 6M | +1.6% | +40.1% | -38.5% | -1.4% |
| YTD | -3.5% | +32.1% | -35.6% | -6.1% |
| 1Y | +20.0% | +11.0% | +9.0% | +18.1% |
| 3Y | +2.3% | +16.9% | -14.7% | -1.2% |
| 5Y | +31.5% | -68.9% | +100.5% | +23.7% |
| All | +19.3% | -56.9% | +76.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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