+28.1%
IYR vs DLTR
+1.8%
+26.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -2.8% | -9.4% | +6.6% | -1.9% |
| 30D | -2.5% | -7.3% | +4.8% | -1.8% |
| 3M | -3.0% | +7.6% | -10.5% | -3.8% |
| 6M | +1.6% | +1.6% | +0.1% | +1.2% |
| YTD | +7.3% | -3.5% | +10.8% | +7.3% |
| 1Y | +5.6% | +20.0% | -14.4% | +3.0% |
| All | +28.1% | +1.8% | +26.3% | +24.2% |
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