+74.3%
F vs DLTR
+84.2%
-9.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.4% |
| 7D | +1.0% | +5.0% | -4.1% | -0.5% |
| 30D | +2.1% | +18.7% | -16.6% | -2.6% |
| 3M | -10.3% | +8.9% | -19.1% | -12.6% |
| 6M | +3.3% | +49.4% | -46.2% | -7.9% |
| YTD | -2.0% | +14.5% | -16.5% | -6.8% |
| 1Y | -2.3% | +32.5% | -34.8% | -10.7% |
| 3Y | +49.9% | +23.4% | +26.4% | +34.6% |
| 5Y | -12.5% | +26.2% | -38.6% | -23.6% |
| 10Y | +74.3% | +82.4% | -8.2% | +33.2% |
| All | +74.3% | +84.2% | -9.9% | +33.2% |
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