-60.6%
JD vs DLTR
+33.2%
-93.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.6% | -1.6% |
| 7D | -0.8% | -5.8% | +5.0% | -0.3% |
| 30D | -16.0% | -5.2% | -10.8% | -15.7% |
| 3M | -3.2% | +15.2% | -18.4% | -4.4% |
| 6M | +6.1% | +7.1% | -1.1% | +5.2% |
| YTD | -0.1% | +0.8% | -1.0% | -0.3% |
| 1Y | -12.7% | +24.8% | -37.5% | -15.1% |
| 3Y | -6.3% | +6.9% | -13.2% | -9.1% |
| All | -60.6% | +33.2% | -93.9% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling