+103.1%
DOCN vs DLTR
+25.8%
+77.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.8% |
| 7D | +19.1% | +5.3% | +13.8% | +18.1% |
| 30D | -21.0% | +13.4% | -34.4% | -22.9% |
| 3M | -34.7% | +6.6% | -41.4% | -36.0% |
| 6M | -45.8% | +59.1% | -104.9% | -52.3% |
| YTD | +79.4% | +12.3% | +67.1% | +71.5% |
| 1Y | +91.0% | +33.9% | +57.2% | +73.2% |
| 3Y | +237.5% | +23.0% | +214.5% | +203.6% |
| 5Y | -30.4% | +22.1% | -52.5% | -29.7% |
| All | +103.1% | +25.8% | +77.3% | +102.5% |
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