+52.4%
JD vs DLTR
+156.1%
-103.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | -4.1% | +5.3% | -9.4% | -4.9% |
| 30D | +4.6% | +13.4% | -8.8% | +2.3% |
| 3M | -4.7% | +6.6% | -11.3% | -6.1% |
| 6M | -17.4% | +59.1% | -76.4% | -24.0% |
| YTD | +0.7% | +12.3% | -11.5% | -2.3% |
| 1Y | -5.9% | +33.9% | -39.7% | -11.5% |
| 3Y | +18.9% | +23.0% | -4.1% | +10.3% |
| 5Y | -62.9% | +22.1% | -85.0% | -66.7% |
| 10Y | +32.5% | +77.5% | -45.0% | +1.6% |
| All | +52.4% | +156.1% | -103.7% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling