+37.3%
IR vs DLTR
+27.2%
+10.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.5% | -1.2% |
| 7D | -1.9% | -10.2% | +8.4% | +0.1% |
| 30D | -15.0% | -8.5% | -6.6% | -13.7% |
| 3M | -0.4% | +5.6% | -6.0% | -1.7% |
| 6M | -15.0% | +2.2% | -17.2% | -16.1% |
| YTD | -7.1% | -3.8% | -3.3% | -7.3% |
| 1Y | -7.5% | +22.9% | -30.5% | -12.1% |
| 3Y | +6.3% | +2.0% | +4.3% | +2.4% |
| 5Y | +37.3% | +29.8% | +7.5% | +32.0% |
| All | +37.3% | +27.2% | +10.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling