+4,385.3%
ITW vs DLTR
+10,457.1%
-6,071.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.7% | -10.1% | +9.4% | +1.1% |
| 30D | -8.3% | -8.1% | -0.2% | -7.1% |
| 3M | +6.0% | +2.9% | +3.2% | +5.2% |
| 6M | 0.0% | +4.3% | -4.4% | -1.6% |
| YTD | +10.2% | -3.9% | +14.2% | +9.9% |
| 1Y | +3.2% | +18.9% | -15.7% | -1.1% |
| 3Y | +21.0% | +1.9% | +19.1% | +15.8% |
| 5Y | +37.9% | +31.0% | +6.9% | +23.7% |
| 10Y | +193.2% | +44.8% | +148.4% | +150.5% |
| All | +4,385.3% | +10,457.1% | -6,071.8% | +2,110.1% |
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