-50.3%
DOCS vs DLTR
+31.9%
-82.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.4% |
| 3M | +27.3% | +20.3% | +7.0% | +23.6% |
| 6M | -0.3% | +11.5% | -11.9% | -2.5% |
| YTD | -40.5% | +6.8% | -47.3% | -41.6% |
| 1Y | -61.5% | +31.1% | -92.6% | -63.8% |
| 3Y | +8.2% | +10.7% | -2.5% | +4.4% |
| 5Y | -73.4% | +41.6% | -115.0% | -76.3% |
| All | -50.3% | +31.9% | -82.2% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling