+23.0%
DLTR vs SM
-3.9%
+26.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | +5.3% | +9.4% | -4.1% | +5.0% |
| 30D | +13.4% | -14.4% | +27.8% | +13.7% |
| 3M | +6.6% | +1.6% | +5.1% | +5.6% |
| 6M | +59.1% | +6.3% | +52.7% | +56.4% |
| YTD | +12.3% | +78.8% | -66.5% | +2.1% |
| 1Y | +33.9% | +83.1% | -49.3% | +21.2% |
| 3Y | +23.0% | -5.9% | +28.9% | +16.1% |
| All | +23.0% | -3.9% | +26.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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