+1,601.9%
EXC vs DLTR
+12,666.4%
-11,064.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.4% | -2.8% | +1.4% | -1.2% |
| 30D | +8.3% | +21.5% | -13.2% | +6.5% |
| 3M | +2.6% | +11.6% | -9.0% | +1.5% |
| 6M | +5.2% | +58.7% | -53.6% | +0.9% |
| YTD | +7.5% | +16.2% | -8.6% | +5.6% |
| 1Y | +3.2% | +34.8% | -31.7% | -0.1% |
| 3Y | +29.5% | +25.3% | +4.3% | +24.5% |
| 5Y | +39.7% | +25.8% | +13.8% | +32.8% |
| 10Y | +200.1% | +83.7% | +116.4% | +173.5% |
| All | +1,601.9% | +12,666.4% | -11,064.6% | +1,197.8% |
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