-6.5%
IBM vs DLTR
+21.9%
-28.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -0.3% | -9.4% | +9.2% | +1.1% |
| 30D | -1.8% | -7.3% | +5.5% | -0.9% |
| 3M | -13.5% | +7.6% | -21.0% | -14.4% |
| 6M | -5.1% | +1.6% | -6.7% | -7.8% |
| YTD | -19.4% | -3.5% | -15.8% | -20.3% |
| 1Y | -6.5% | +20.0% | -26.6% | -8.0% |
| All | -6.5% | +21.9% | -28.4% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling