+120.6%
IBM vs DLTR
+27.2%
+93.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +7.9% | +3.8% |
| 7D | +3.6% | -10.2% | +13.8% | +4.7% |
| 30D | +1.5% | -8.5% | +10.0% | +2.4% |
| 3M | -12.9% | +5.6% | -18.5% | -13.5% |
| 6M | -3.9% | +2.2% | -6.1% | -4.7% |
| YTD | -17.3% | -3.8% | -13.6% | -17.6% |
| 1Y | -5.0% | +22.9% | -27.9% | -7.4% |
| 3Y | +78.2% | +2.0% | +76.2% | +75.5% |
| 5Y | +120.6% | +29.8% | +90.8% | +112.2% |
| All | +120.6% | +27.2% | +93.5% | +112.2% |
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 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