+6,653.7%
JPM vs DLTR
+10,981.5%
-4,327.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.2% |
| 7D | -0.4% | -5.8% | +5.4% | +0.9% |
| 30D | -1.1% | -5.2% | +4.1% | 0.0% |
| 3M | +14.1% | +15.2% | -1.0% | +9.9% |
| 6M | +23.3% | +7.1% | +16.2% | +19.7% |
| YTD | +11.3% | +0.8% | +10.4% | +9.2% |
| 1Y | +23.0% | +24.8% | -1.8% | +14.4% |
| 3Y | +162.6% | +6.9% | +155.6% | +143.4% |
| 5Y | +152.8% | +33.2% | +119.5% | +114.0% |
| 10Y | +583.6% | +51.6% | +532.1% | +434.7% |
| All | +6,653.7% | +10,981.5% | -4,327.8% | +2,403.1% |
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