+18.9%
DLTR vs SPY
+18.1%
+0.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | -10.1% | -0.8% | -9.3% | -9.5% |
| 30D | -8.1% | -1.1% | -7.1% | -7.4% |
| 3M | +2.9% | +3.9% | -1.0% | -0.4% |
| 6M | +4.3% | +13.6% | -9.3% | -7.2% |
| YTD | -3.9% | +12.7% | -16.6% | -14.2% |
| 1Y | +18.9% | +17.5% | +1.4% | +1.7% |
| All | +18.9% | +18.1% | +0.8% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling