-27.5%
DPZ vs DLTR
+20.0%
-47.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.8% | -1.3% |
| 7D | +6.6% | -2.0% | +8.6% | +6.9% |
| 30D | +10.3% | +12.8% | -2.5% | +8.1% |
| 3M | -6.2% | +1.1% | -7.3% | -6.5% |
| 6M | +4.2% | +35.9% | -31.6% | -0.9% |
| YTD | -18.4% | +6.6% | -25.0% | -19.8% |
| 1Y | -14.9% | +28.6% | -43.5% | -18.7% |
| 3Y | -4.6% | +14.0% | -18.7% | -8.7% |
| All | -27.5% | +20.0% | -47.5% | -31.4% |
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 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