+147.5%
GE vs DLTR
+45.3%
+102.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -4.0% | -10.1% | +6.1% | -1.9% |
| 30D | -11.4% | -8.1% | -3.3% | -10.0% |
| 3M | -2.6% | +2.9% | -5.5% | -3.6% |
| 6M | -0.3% | +4.3% | -4.7% | -2.1% |
| YTD | +5.4% | -3.9% | +9.3% | +5.2% |
| 1Y | +15.5% | +18.9% | -3.4% | +9.9% |
| 3Y | +260.8% | +1.9% | +258.9% | +243.6% |
| 5Y | +421.6% | +31.0% | +390.7% | +337.6% |
| All | +147.5% | +45.3% | +102.2% | +89.2% |
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