+32.3%
JD vs DLTR
+80.3%
-48.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -4.0% | +2.4% | -6.4% | -4.4% |
| 30D | +2.7% | +21.5% | -18.8% | -0.3% |
| 3M | -13.0% | +9.8% | -22.9% | -14.4% |
| 6M | -12.7% | +58.6% | -71.3% | -18.8% |
| YTD | -0.8% | +14.8% | -15.6% | -3.6% |
| 1Y | -8.9% | +33.0% | -41.9% | -13.6% |
| 3Y | +17.0% | +23.8% | -6.8% | +9.6% |
| 5Y | -63.5% | +24.9% | -88.4% | -66.8% |
| All | +32.3% | +80.3% | -48.0% | +11.4% |
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 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