+47.6%
F vs DLTR
+11.8%
+35.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +5.3% | +2.5% | +2.9% | +4.8% |
| 30D | +4.6% | +2.1% | +2.5% | +4.1% |
| 3M | -3.7% | +20.3% | -23.9% | -7.4% |
| 6M | +16.8% | +11.5% | +5.3% | +13.3% |
| YTD | +15.3% | +6.8% | +8.5% | +12.6% |
| 1Y | +31.0% | +31.1% | -0.1% | +22.9% |
| All | +47.6% | +11.8% | +35.9% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling