+2.3%
DLTR vs SPY
+75.5%
-73.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -9.4% | -2.0% | -7.5% | -8.3% |
| 30D | -7.3% | -1.7% | -5.7% | -6.4% |
| 3M | +7.6% | +4.7% | +2.8% | +4.4% |
| 6M | +1.6% | +12.5% | -10.9% | -5.7% |
| YTD | -3.5% | +11.7% | -15.3% | -10.1% |
| 1Y | +20.0% | +17.5% | +2.6% | +8.8% |
| All | +2.3% | +75.5% | -73.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling