-23.7%
DOCN vs DLTR
+28.6%
-52.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +9.3% |
| 7D | +3.7% | -2.8% | +6.5% | +4.5% |
| 30D | -33.7% | +21.5% | -55.2% | -36.5% |
| 3M | -27.9% | +11.6% | -39.5% | -30.1% |
| 6M | -46.4% | +58.7% | -105.2% | -53.5% |
| YTD | +81.1% | +16.2% | +64.9% | +71.0% |
| 1Y | +74.3% | +34.8% | +39.5% | +56.4% |
| 3Y | +245.8% | +25.3% | +220.6% | +207.2% |
| 5Y | -23.7% | +25.8% | -49.6% | -26.9% |
| All | -23.7% | +28.6% | -52.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling