+340.5%
JCI vs DLTR
+45.3%
+295.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +0.7% | -10.1% | +10.8% | +2.7% |
| 30D | -4.4% | -8.1% | +3.7% | -3.1% |
| 3M | +1.7% | +2.9% | -1.2% | +0.7% |
| 6M | +8.8% | +4.3% | +4.5% | +6.8% |
| YTD | +22.6% | -3.9% | +26.6% | +22.0% |
| 1Y | +36.2% | +18.9% | +17.3% | +29.2% |
| 3Y | +168.0% | +1.9% | +166.1% | +155.5% |
| 5Y | +113.5% | +31.0% | +82.5% | +85.0% |
| All | +340.5% | +45.3% | +295.2% | +250.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling