-10.4%
DOW vs DLTR
+22.4%
-32.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.1% | +1.8% |
| 7D | -2.9% | -5.8% | +2.9% | -1.5% |
| 30D | +2.0% | -5.2% | +7.2% | +3.1% |
| 3M | -12.5% | +15.2% | -27.7% | -16.2% |
| 6M | -9.2% | +7.1% | -16.3% | -12.5% |
| YTD | +30.8% | +0.8% | +29.9% | +28.2% |
| 1Y | +29.4% | +24.8% | +4.6% | +18.8% |
| 3Y | -34.6% | +6.9% | -41.5% | -39.7% |
| 5Y | -35.9% | +33.2% | -69.2% | -49.8% |
| All | -10.4% | +22.4% | -32.9% | -36.1% |
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