+7,197.1%
LOW vs DLTR
+10,476.7%
-3,279.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.2% |
| 7D | -0.6% | -10.2% | +9.6% | +2.4% |
| 30D | -9.3% | -8.5% | -0.8% | -7.1% |
| 3M | -8.1% | +5.6% | -13.6% | -9.7% |
| 6M | -19.8% | +2.2% | -21.9% | -21.1% |
| YTD | -16.4% | -3.8% | -12.6% | -16.5% |
| 1Y | -24.7% | +22.9% | -47.6% | -30.1% |
| 3Y | -8.8% | +2.0% | -10.9% | -14.8% |
| 5Y | +7.8% | +29.8% | -22.0% | -9.0% |
| 10Y | +233.8% | +45.0% | +188.8% | +162.1% |
| All | +7,197.1% | +10,476.7% | -3,279.7% | +1,998.6% |
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