+78.9%
INFY vs DLTR
+45.3%
+33.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -5.4% | -10.1% | +4.7% | -3.7% |
| 30D | -9.9% | -8.1% | -1.7% | -8.7% |
| 3M | -4.6% | +2.9% | -7.4% | -5.1% |
| 6M | -18.5% | +4.3% | -22.8% | -19.5% |
| YTD | -36.5% | -3.9% | -32.6% | -36.6% |
| 1Y | -32.8% | +18.9% | -51.6% | -35.3% |
| 3Y | -32.2% | +1.9% | -34.1% | -34.6% |
| 5Y | -44.7% | +31.0% | -75.7% | -50.8% |
| All | +78.9% | +45.3% | +33.6% | +45.8% |
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