+77.8%
DLTR vs Z
+7.8%
+70.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.7% | -2.6% |
| 7D | +5.3% | +0.8% | +4.4% | +5.2% |
| 30D | +13.4% | +5.2% | +8.2% | +12.8% |
| 3M | +6.6% | -17.0% | +23.6% | +8.5% |
| 6M | +59.1% | -22.7% | +81.7% | +62.6% |
| YTD | +12.3% | -56.3% | +68.6% | +20.9% |
| 1Y | +33.9% | -57.7% | +91.5% | +44.6% |
| 3Y | +23.0% | -16.5% | +39.6% | +22.7% |
| 5Y | +22.1% | -53.4% | +75.5% | +24.9% |
| 10Y | +77.5% | -15.9% | +93.4% | +59.7% |
| All | +77.8% | +7.8% | +70.0% | +58.0% |
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