+16.1%
JPM vs DLTR
+45.2%
-29.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.6% | -5.5% | +3.4% |
| 7D | +3.8% | +15.6% | -11.8% | +2.7% |
| 30D | +6.5% | +29.9% | -23.4% | +4.8% |
| 3M | -1.0% | +12.5% | -13.5% | -1.9% |
| 6M | +15.5% | +56.3% | -40.8% | +11.0% |
| YTD | +11.4% | +19.5% | -8.1% | +11.5% |
| 1Y | +16.1% | +44.0% | -28.0% | +9.7% |
| All | +16.1% | +45.2% | -29.2% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling