+54.0%
DOCN vs DLTR
+26.0%
+27.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +1.3% |
| 7D | -19.2% | -2.0% | -17.1% | -19.0% |
| 30D | -43.1% | +12.8% | -55.8% | -40.6% |
| 3M | -40.7% | +1.1% | -41.8% | -39.3% |
| 6M | -55.0% | +35.9% | -90.9% | -53.5% |
| YTD | +50.6% | +6.6% | +44.0% | +60.2% |
| 1Y | +54.0% | +28.6% | +25.3% | +43.4% |
| All | +54.0% | +26.0% | +27.9% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling