+192.5%
JNJ vs DLTR
+45.3%
+147.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.5% | -10.1% | +6.6% | -2.6% |
| 30D | +2.3% | -8.1% | +10.4% | +3.1% |
| 3M | +12.0% | +2.9% | +9.1% | +11.6% |
| 6M | +10.5% | +4.3% | +6.1% | +9.7% |
| YTD | +30.4% | -3.9% | +34.3% | +30.3% |
| 1Y | +52.1% | +18.9% | +33.2% | +48.8% |
| 3Y | +77.8% | +1.9% | +75.9% | +74.4% |
| 5Y | +82.9% | +31.0% | +51.9% | +70.0% |
| All | +192.5% | +45.3% | +147.2% | +167.4% |
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