+54.3%
JD vs DLTR
+143.7%
-89.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | +2.5% | -4.1% | -2.1% |
| 30D | -13.2% | +2.1% | -15.2% | -13.5% |
| 3M | -3.2% | +20.3% | -23.5% | -6.1% |
| 6M | +15.2% | +11.5% | +3.7% | +12.5% |
| YTD | +2.0% | +6.8% | -4.9% | +0.1% |
| 1Y | -5.4% | +31.1% | -36.5% | -10.7% |
| 3Y | -9.1% | +10.7% | -19.8% | -13.9% |
| 5Y | -59.6% | +41.6% | -101.2% | -65.0% |
| 10Y | +26.2% | +58.1% | -31.9% | -0.2% |
| All | +54.3% | +143.7% | -89.4% | -6.0% |
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