-73.2%
DOCS vs DLTR
+41.6%
-114.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | +21.8% | +2.1% | +19.8% | +21.5% |
| 3M | +27.3% | +20.3% | +7.0% | +24.2% |
| 6M | -0.3% | +11.5% | -11.9% | -2.1% |
| YTD | -40.5% | +6.8% | -47.3% | -41.4% |
| 1Y | -61.5% | +31.1% | -92.6% | -63.5% |
| 3Y | +8.2% | +10.7% | -2.5% | +5.3% |
| All | -73.2% | +41.6% | -114.8% | -73.2% |
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