+69.2%
DLTR vs Z
+25.1%
+44.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +2.5% | -3.0% | +5.5% | +2.7% |
| 30D | +2.1% | -4.2% | +6.2% | +2.4% |
| 3M | +20.3% | -3.7% | +24.0% | +20.4% |
| 6M | +11.5% | -24.5% | +36.0% | +14.2% |
| YTD | +6.8% | -49.3% | +56.1% | +13.4% |
| 1Y | +31.1% | -58.7% | +89.8% | +41.9% |
| 3Y | +10.7% | -34.1% | +44.8% | +12.7% |
| 5Y | +41.6% | -64.5% | +106.1% | +46.7% |
| 10Y | +58.1% | -0.5% | +58.6% | +40.1% |
| All | +69.2% | +25.1% | +44.1% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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