-28.8%
DPZ vs DLTR
+41.6%
-70.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | +2.5% | -5.0% | -2.9% |
| 30D | -7.0% | +2.1% | -9.0% | -7.2% |
| 3M | +11.6% | +20.3% | -8.7% | +8.8% |
| 6M | -15.2% | +11.5% | -26.7% | -16.8% |
| YTD | -17.2% | +6.8% | -24.1% | -18.5% |
| 1Y | -24.8% | +31.1% | -55.9% | -28.1% |
| 3Y | -8.7% | +10.7% | -19.3% | -11.9% |
| All | -28.8% | +41.6% | -70.4% | -30.5% |
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