+74.3%
DOCN vs DLTR
+34.7%
+39.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +9.9% |
| 7D | +3.7% | -2.8% | +6.5% | +2.5% |
| 30D | -33.7% | +21.5% | -55.2% | -29.5% |
| 3M | -27.9% | +11.6% | -39.5% | -24.6% |
| 6M | -46.4% | +58.7% | -105.2% | -43.4% |
| YTD | +81.1% | +16.2% | +64.9% | +96.3% |
| 1Y | +74.3% | +34.8% | +39.5% | +74.0% |
| All | +74.3% | +34.7% | +39.6% | +74.0% |
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