+20.6%
EXC vs DLTR
+1.6%
+19.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | +0.3% | -10.2% | +10.6% | +0.6% |
| 30D | -0.9% | -8.5% | +7.6% | -0.7% |
| 3M | -2.7% | +5.6% | -8.2% | -2.8% |
| 6M | -9.4% | +2.2% | -11.6% | -9.4% |
| YTD | +3.0% | -3.8% | +6.8% | +3.1% |
| 1Y | +5.1% | +22.9% | -17.8% | +4.6% |
| All | +20.6% | +1.6% | +19.0% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling