+23.0%
DLTR vs SPG
+135.6%
-112.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +5.3% | +2.0% | +3.3% | +4.4% |
| 30D | +13.4% | +17.2% | -3.8% | +6.5% |
| 3M | +6.6% | +6.3% | +0.3% | +4.0% |
| 6M | +59.1% | +18.7% | +40.4% | +49.0% |
| YTD | +12.3% | +30.1% | -17.8% | +1.6% |
| 1Y | +33.9% | +32.8% | +1.1% | +20.2% |
| 3Y | +23.0% | +133.6% | -110.6% | -17.0% |
| All | +23.0% | +135.6% | -112.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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