-34.4%
DOW vs DLTR
+1.8%
-36.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.4% | -9.4% | +7.1% | -0.9% |
| 30D | -4.1% | -7.3% | +3.3% | -3.1% |
| 3M | -12.4% | +7.6% | -20.0% | -13.9% |
| 6M | -10.6% | +1.6% | -12.2% | -11.4% |
| YTD | +31.1% | -3.5% | +34.6% | +31.5% |
| 1Y | +30.5% | +20.0% | +10.5% | +23.8% |
| All | -34.4% | +1.8% | -36.2% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling