-43.2%
DOCN vs DLTR
+4.4%
-47.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.2% | -9.7% | -19.4% |
| 7D | -29.3% | +4.5% | -33.8% | -24.8% |
| 30D | -46.0% | +18.7% | -64.8% | -34.4% |
| 3M | -43.2% | +7.1% | -50.3% | -38.7% |
| All | -43.2% | +4.4% | -47.6% | -38.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling