+1,625.7%
EXC vs DLTR
+12,235.8%
-10,610.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.5% |
| 7D | +1.4% | +5.3% | -3.9% | +0.9% |
| 30D | +8.6% | +13.4% | -4.8% | +7.4% |
| 3M | +2.4% | +6.6% | -4.2% | +1.7% |
| 6M | +6.5% | +59.1% | -52.6% | +2.1% |
| YTD | +9.0% | +12.3% | -3.2% | +7.3% |
| 1Y | +4.6% | +33.9% | -29.3% | +1.4% |
| 3Y | +33.5% | +23.0% | +10.5% | +28.5% |
| 5Y | +41.4% | +22.1% | +19.3% | +34.8% |
| 10Y | +204.3% | +77.5% | +126.8% | +178.1% |
| All | +1,625.7% | +12,235.8% | -10,610.1% | +1,219.7% |
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 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