+157.2%
EXC vs DLTR
+45.9%
+111.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | -9.4% | +7.8% | -0.2% |
| 30D | -2.4% | -7.3% | +5.0% | -1.4% |
| 3M | -4.0% | +7.6% | -11.5% | -5.3% |
| 6M | -9.8% | +1.6% | -11.4% | -10.7% |
| YTD | +2.3% | -3.5% | +5.8% | +1.9% |
| 1Y | +3.8% | +20.0% | -16.2% | -0.6% |
| 3Y | +19.7% | +2.3% | +17.5% | +15.4% |
| 5Y | +45.6% | +31.5% | +14.1% | +24.4% |
| All | +157.2% | +45.9% | +111.3% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling