+84.1%
F vs DLTR
+45.2%
+38.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.6% | -2.7% |
| 7D | -4.9% | -10.2% | +5.4% | -2.2% |
| 30D | -2.9% | -8.5% | +5.6% | -0.7% |
| 3M | -9.1% | +5.6% | -14.6% | -10.6% |
| 6M | +12.9% | +2.2% | +10.7% | +11.2% |
| YTD | +6.1% | -3.8% | +9.8% | +5.9% |
| 1Y | +22.5% | +22.9% | -0.4% | +14.2% |
| 3Y | +32.1% | +2.0% | +30.0% | +24.9% |
| 5Y | +43.7% | +29.8% | +13.9% | +23.9% |
| 10Y | +84.1% | +45.0% | +39.1% | +42.8% |
| All | +84.1% | +45.2% | +38.9% | +42.8% |
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 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