+5,622.1%
DPZ vs DLTR
+1,336.3%
+4,285.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | +2.5% | -5.0% | -3.2% |
| 30D | -7.0% | +2.1% | -9.0% | -7.5% |
| 3M | +11.6% | +20.3% | -8.7% | +6.3% |
| 6M | -15.2% | +11.5% | -26.7% | -18.2% |
| YTD | -17.2% | +6.8% | -24.1% | -19.6% |
| 1Y | -24.8% | +31.1% | -55.9% | -31.1% |
| 3Y | -8.7% | +10.7% | -19.3% | -16.1% |
| 5Y | -28.9% | +41.6% | -70.5% | -42.1% |
| 10Y | +153.6% | +58.1% | +95.5% | +78.9% |
| All | +5,622.1% | +1,336.3% | +4,285.8% | +1,450.8% |
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