+87.1%
DOCN vs DLTR
+28.4%
+58.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +1.1% |
| 7D | -12.1% | +5.0% | -17.2% | -12.9% |
| 30D | -41.0% | +18.7% | -59.7% | -43.0% |
| 3M | -38.7% | +8.9% | -47.6% | -40.1% |
| 6M | -51.5% | +49.4% | -100.9% | -56.6% |
| YTD | +65.3% | +14.5% | +50.8% | +57.4% |
| 1Y | +53.9% | +32.5% | +21.4% | +40.3% |
| 3Y | +215.6% | +23.4% | +192.1% | +184.4% |
| 5Y | -26.2% | +26.2% | -52.3% | -25.6% |
| All | +87.1% | +28.4% | +58.8% | +85.9% |
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