+252.1%
INTC vs DLTR
+45.3%
+206.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +7.5% | -10.1% | +17.5% | +9.7% |
| 30D | +2.0% | -8.1% | +10.1% | +3.4% |
| 3M | -12.0% | +2.9% | -14.8% | -13.4% |
| 6M | +114.5% | +4.3% | +110.2% | +108.7% |
| YTD | +179.0% | -3.9% | +182.9% | +175.5% |
| 1Y | +318.3% | +18.9% | +299.4% | +289.7% |
| 3Y | +171.2% | +1.9% | +169.3% | +153.5% |
| 5Y | +107.6% | +31.0% | +76.6% | +73.6% |
| All | +252.1% | +45.3% | +206.8% | +173.9% |
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