+43.4%
DLTR vs SPY
+322.5%
-279.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -10.1% | -0.8% | -9.3% | -9.6% |
| 30D | -8.1% | -1.1% | -7.1% | -7.4% |
| 3M | +2.9% | +3.9% | -1.0% | -0.1% |
| 6M | +4.3% | +13.6% | -9.3% | -5.0% |
| YTD | -3.9% | +12.7% | -16.6% | -12.1% |
| 1Y | +18.9% | +17.5% | +1.4% | +5.7% |
| 3Y | +1.9% | +76.9% | -75.0% | -33.8% |
| 5Y | +31.0% | +83.6% | -52.6% | -17.9% |
| All | +43.4% | +322.5% | -279.0% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling