+11,144.7%
DLTR vs SPY
+2,641.3%
+8,503.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | +20.3% | +2.0% | +18.3% | +18.1% |
| 6M | +11.5% | +13.0% | -1.5% | +0.9% |
| YTD | +6.8% | +13.5% | -6.7% | -3.8% |
| 1Y | +31.1% | +20.0% | +11.1% | +13.1% |
| 3Y | +10.7% | +77.2% | -66.5% | -31.2% |
| 5Y | +41.6% | +81.9% | -40.3% | -14.6% |
| 10Y | +58.1% | +314.1% | -255.9% | -52.4% |
| All | +11,144.7% | +2,641.3% | +8,503.4% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling