+31.5%
DLTR vs SPY
+79.8%
-48.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -9.4% | -2.0% | -7.5% | -8.2% |
| 30D | -7.3% | -1.7% | -5.7% | -6.3% |
| 3M | +7.6% | +4.7% | +2.8% | +4.1% |
| 6M | +1.6% | +12.5% | -10.9% | -6.4% |
| YTD | -3.5% | +11.7% | -15.3% | -10.7% |
| 1Y | +20.0% | +17.5% | +2.6% | +7.5% |
| 3Y | +2.3% | +76.6% | -74.3% | -31.9% |
| 5Y | +31.5% | +82.0% | -50.5% | -13.6% |
| All | +31.5% | +79.8% | -48.2% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling