+27.3%
DLTR vs SWK
+53.8%
-26.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -2.8% | -2.3% | -0.5% | -2.0% |
| 30D | +21.5% | +30.4% | -8.9% | +11.4% |
| 3M | +11.6% | +12.1% | -0.6% | +7.3% |
| 6M | +58.7% | +49.1% | +9.7% | +38.5% |
| YTD | +16.2% | +60.4% | -44.3% | -1.5% |
| 1Y | +34.8% | +78.3% | -43.5% | +10.5% |
| All | +27.3% | +53.8% | -26.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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