+2.1%
DLTR vs VO
+56.0%
-53.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.7% | -3.9% |
| 7D | -10.2% | -0.6% | -9.7% | -9.8% |
| 30D | -8.5% | -1.9% | -6.6% | -7.0% |
| 3M | +5.6% | +3.3% | +2.3% | +2.7% |
| 6M | +2.2% | +9.7% | -7.5% | -5.5% |
| YTD | -3.8% | +12.6% | -16.4% | -12.9% |
| 1Y | +22.9% | +13.6% | +9.3% | +10.6% |
| All | +2.1% | +56.0% | -53.9% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling