+110.9%
DT vs DLTR
+22.3%
+88.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -2.0% |
| 7D | -4.9% | -5.8% | +1.0% | -3.7% |
| 30D | +2.7% | -5.2% | +7.9% | +3.6% |
| 3M | +20.0% | +15.2% | +4.8% | +16.0% |
| 6M | +28.0% | +7.1% | +20.9% | +24.9% |
| YTD | +16.0% | +0.8% | +15.2% | +14.1% |
| 1Y | +0.7% | +24.8% | -24.1% | -6.0% |
| 3Y | +6.2% | +6.9% | -0.7% | -0.4% |
| 5Y | -28.1% | +33.2% | -61.4% | -38.9% |
| All | +110.9% | +22.3% | +88.6% | +53.8% |
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