-38.0%
DOCS vs DLTR
+37.8%
-75.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | +7.8% | +15.7% | -7.9% | +5.2% |
| 3M | +20.0% | +4.8% | +15.1% | +18.8% |
| 6M | +26.5% | +45.6% | -19.1% | +18.8% |
| YTD | -25.8% | +11.6% | -37.3% | -27.7% |
| 1Y | -39.5% | +29.8% | -69.2% | -42.8% |
| 3Y | +60.3% | +20.8% | +39.6% | +51.5% |
| 5Y | -57.0% | +23.5% | -80.5% | -59.6% |
| All | -38.0% | +37.8% | -75.7% | -38.8% |
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