+16.4%
JD vs DLTR
+45.9%
-29.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -2.6% | -9.4% | +6.9% | -1.3% |
| 30D | -15.4% | -7.3% | -8.0% | -14.5% |
| 3M | -5.0% | +7.6% | -12.6% | -6.1% |
| 6M | +0.9% | +1.6% | -0.7% | +0.1% |
| YTD | -2.5% | -3.5% | +1.0% | -2.7% |
| 1Y | -16.0% | +20.0% | -36.1% | -19.1% |
| 3Y | -8.5% | +2.3% | -10.8% | -11.8% |
| 5Y | -61.8% | +31.5% | -93.3% | -65.8% |
| All | +16.4% | +45.9% | -29.5% | -1.1% |
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 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