+43.4%
DLTR vs VO
+200.3%
-156.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -10.1% | -1.5% | -8.6% | -9.0% |
| 30D | -8.1% | -3.0% | -5.1% | -6.0% |
| 3M | +2.9% | +2.8% | 0.0% | +0.7% |
| 6M | +4.3% | +10.9% | -6.6% | -3.5% |
| YTD | -3.9% | +12.5% | -16.4% | -12.0% |
| 1Y | +18.9% | +12.0% | +6.9% | +9.5% |
| 3Y | +1.9% | +56.3% | -54.4% | -26.9% |
| 5Y | +31.0% | +42.9% | -12.0% | -0.6% |
| All | +43.4% | +200.3% | -156.8% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling