+590.9%
JPM vs DLTR
+45.3%
+545.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.7% | -10.1% | +9.4% | +1.2% |
| 30D | -2.5% | -8.1% | +5.7% | -1.0% |
| 3M | +14.1% | +2.9% | +11.3% | +13.1% |
| 6M | +25.1% | +4.3% | +20.7% | +22.8% |
| YTD | +12.1% | -3.9% | +16.1% | +11.6% |
| 1Y | +18.8% | +18.9% | -0.1% | +13.0% |
| 3Y | +163.4% | +1.9% | +161.5% | +151.4% |
| 5Y | +156.5% | +31.0% | +125.6% | +118.3% |
| All | +590.9% | +45.3% | +545.6% | +442.9% |
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 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