-36.6%
DT vs DLTR
+12.1%
-48.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.1% |
| 7D | +3.1% | +5.3% | -2.2% | +2.3% |
| 30D | -29.5% | +13.4% | -42.9% | -31.0% |
| 3M | -11.7% | +6.6% | -18.3% | -12.9% |
| 6M | +29.0% | +59.1% | -30.1% | +18.5% |
| YTD | +3.4% | +12.3% | -8.9% | 0.0% |
| 1Y | -4.2% | +33.9% | -38.1% | -10.5% |
| 3Y | -12.8% | +23.0% | -35.8% | -19.2% |
| All | -36.6% | +12.1% | -48.7% | -39.7% |
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