+284.9%
IR vs DLTR
+52.6%
+232.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.3% |
| 7D | +0.6% | -5.8% | +6.5% | +2.0% |
| 30D | -13.6% | -5.2% | -8.4% | -12.6% |
| 3M | +3.7% | +15.2% | -11.5% | -0.1% |
| 6M | -13.1% | +7.1% | -20.2% | -15.4% |
| YTD | -5.1% | +0.8% | -6.0% | -6.5% |
| 1Y | -6.5% | +24.8% | -31.3% | -12.7% |
| 3Y | +8.5% | +6.9% | +1.6% | +1.7% |
| 5Y | +43.3% | +33.2% | +10.1% | +21.0% |
| All | +284.9% | +52.6% | +232.3% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling