-4.6%
DPZ vs DLTR
+12.7%
-17.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.8% | -1.4% |
| 7D | +6.6% | -2.0% | +8.6% | +6.8% |
| 30D | +10.3% | +12.8% | -2.5% | +8.4% |
| 3M | -6.2% | +1.1% | -7.3% | -6.4% |
| 6M | +4.2% | +35.9% | -31.6% | +0.3% |
| YTD | -18.4% | +6.6% | -25.0% | -19.5% |
| 1Y | -14.9% | +28.6% | -43.5% | -17.8% |
| 3Y | -4.6% | +14.0% | -18.7% | -10.4% |
| All | -4.6% | +12.7% | -17.4% | -10.4% |
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