+6.9%
DLTR vs S
+13.8%
-6.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.4% | -5.5% |
| 7D | -5.8% | -5.8% | 0.0% | -5.5% |
| 30D | -5.2% | -9.2% | +4.0% | -4.9% |
| 3M | +15.2% | +23.4% | -8.2% | +13.1% |
| 6M | +7.1% | +36.9% | -29.8% | +3.7% |
| YTD | +0.8% | +29.5% | -28.7% | -2.1% |
| 1Y | +24.8% | +5.4% | +19.4% | +23.3% |
| 3Y | +6.9% | +14.7% | -7.8% | -4.2% |
| All | +6.9% | +13.8% | -6.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling