+6.8%
IR vs DLTR
+1.8%
+4.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.1% | -9.4% | +6.4% | -1.5% |
| 30D | -14.0% | -7.3% | -6.7% | -13.0% |
| 3M | +3.7% | +7.6% | -3.8% | +2.2% |
| 6M | -15.4% | +1.6% | -17.0% | -16.2% |
| YTD | -7.7% | -3.5% | -4.1% | -7.9% |
| 1Y | -8.8% | +20.0% | -28.9% | -12.2% |
| All | +6.8% | +1.8% | +4.9% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling