+2,426.1%
IBM vs DLTR
+11,640.8%
-9,214.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | +0.3% | +2.1% | -1.8% | -0.2% |
| 3M | -21.6% | +20.3% | -41.9% | -24.1% |
| 6M | -4.7% | +11.5% | -16.2% | -7.0% |
| YTD | -19.1% | +6.8% | -25.9% | -20.6% |
| 1Y | -2.5% | +31.1% | -33.6% | -7.9% |
| 3Y | +74.2% | +10.7% | +63.5% | +64.5% |
| 5Y | +113.1% | +41.6% | +71.5% | +87.8% |
| 10Y | +133.5% | +58.1% | +75.4% | +94.9% |
| All | +2,426.1% | +11,640.8% | -9,214.7% | +1,036.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling