+23.0%
DLTR vs VO
+66.5%
-43.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +5.3% | +3.1% | +2.2% | +2.6% |
| 30D | +13.4% | +2.2% | +11.2% | +11.6% |
| 3M | +6.6% | -2.5% | +9.1% | +9.0% |
| 6M | +59.1% | +7.0% | +52.1% | +50.4% |
| YTD | +12.3% | +14.0% | -1.7% | +0.8% |
| 1Y | +33.9% | +15.6% | +18.2% | +18.9% |
| 3Y | +23.0% | +66.2% | -43.2% | -24.1% |
| All | +23.0% | +66.5% | -43.5% | -24.1% |
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