+70.5%
DOCN vs DLTR
+19.5%
+51.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +3.4% |
| 7D | -19.2% | -2.0% | -17.1% | -18.9% |
| 30D | -43.1% | +12.8% | -55.8% | -44.5% |
| 3M | -40.7% | +1.1% | -41.8% | -41.3% |
| 6M | -55.0% | +35.9% | -90.9% | -59.0% |
| YTD | +50.6% | +6.6% | +44.0% | +45.2% |
| 1Y | +54.0% | +28.6% | +25.3% | +40.4% |
| 3Y | +203.9% | +14.0% | +189.9% | +178.1% |
| 5Y | -29.4% | +19.2% | -48.6% | -27.9% |
| All | +70.5% | +19.5% | +51.0% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling