+1,528.4%
EXC vs DLTR
+11,640.8%
-10,112.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | +2.5% | -2.2% | +0.1% |
| 30D | -3.7% | +2.1% | -5.8% | -3.9% |
| 3M | -1.3% | +20.3% | -21.6% | -2.9% |
| 6M | -9.7% | +11.5% | -21.2% | -10.9% |
| YTD | +2.9% | +6.8% | -3.9% | +1.8% |
| 1Y | +4.4% | +31.1% | -26.7% | +1.4% |
| 3Y | +22.2% | +10.7% | +11.5% | +18.8% |
| 5Y | +46.7% | +41.6% | +5.1% | +38.0% |
| 10Y | +155.3% | +58.1% | +97.2% | +135.5% |
| All | +1,528.4% | +11,640.8% | -10,112.5% | +1,152.0% |
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