+136.0%
GOOG vs DLTR
+30.4%
+105.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | 0.0% | -10.1% | +10.1% | +1.1% |
| 30D | -2.0% | -8.1% | +6.2% | -1.2% |
| 3M | -5.9% | +2.9% | -8.7% | -6.2% |
| 6M | +8.9% | +4.3% | +4.6% | +8.0% |
| YTD | +7.1% | -3.9% | +11.0% | +7.0% |
| 1Y | +39.7% | +18.9% | +20.8% | +36.0% |
| 3Y | +145.8% | +1.9% | +143.9% | +139.9% |
| All | +136.0% | +30.4% | +105.6% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling