+84.2%
JNJ vs DLTR
+30.4%
+53.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.5% | -10.1% | +6.6% | -2.9% |
| 30D | +2.3% | -8.1% | +10.4% | +2.8% |
| 3M | +12.0% | +2.9% | +9.1% | +11.8% |
| 6M | +10.5% | +4.3% | +6.1% | +10.1% |
| YTD | +30.4% | -3.9% | +34.3% | +30.4% |
| 1Y | +52.1% | +18.9% | +33.2% | +50.3% |
| 3Y | +77.8% | +1.9% | +75.9% | +76.4% |
| All | +84.2% | +30.4% | +53.8% | +81.9% |
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