+57.5%
DLTR vs ZYBT
-58.9%
+116.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | -10.1% | -3.7% | -6.4% | -10.1% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | +2.9% | +72.2% | -69.4% | +2.5% |
| 6M | +4.3% | +103.1% | -98.8% | +3.4% |
| YTD | -3.9% | +34.8% | -38.7% | -4.3% |
| 1Y | +18.9% | -83.2% | +102.1% | +22.0% |
| All | +57.5% | -58.9% | +116.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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