+336.0%
IR vs DLTR
+69.8%
+266.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | +2.5% | +5.3% | -2.8% | +1.3% |
| 30D | +9.2% | +13.4% | -4.2% | +5.6% |
| 3M | +0.9% | +6.6% | -5.7% | -1.1% |
| 6M | +19.2% | +59.1% | -39.8% | +5.2% |
| YTD | +7.5% | +12.3% | -4.8% | +2.8% |
| 1Y | +11.7% | +33.9% | -22.1% | +2.3% |
| 3Y | +23.9% | +23.0% | +0.9% | +11.8% |
| 5Y | +46.4% | +22.1% | +24.3% | +27.8% |
| All | +336.0% | +69.8% | +266.1% | +213.8% |
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