+10,513.3%
DLTR vs SPY
+2,626.3%
+7,887.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.2% |
| 7D | -5.8% | +0.5% | -6.4% | -6.2% |
| 30D | -5.2% | -0.9% | -4.3% | -4.6% |
| 3M | +15.2% | +3.9% | +11.3% | +11.5% |
| 6M | +7.1% | +14.5% | -7.4% | -4.1% |
| YTD | +0.8% | +12.9% | -12.1% | -8.7% |
| 1Y | +24.8% | +19.4% | +5.4% | +8.2% |
| 3Y | +6.9% | +78.5% | -71.5% | -33.9% |
| 5Y | +33.2% | +81.8% | -48.5% | -19.6% |
| 10Y | +51.6% | +311.5% | -260.0% | -54.2% |
| All | +10,513.3% | +2,626.3% | +7,887.0% | +658.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling