+26.2%
MAR vs DLTR
+29.2%
-3.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.2% | +2.5% | -6.6% | -4.5% |
| 30D | -6.7% | +2.1% | -8.7% | -7.0% |
| 3M | -12.5% | +20.3% | -32.8% | -15.3% |
| 6M | +0.6% | +11.5% | -10.9% | -1.5% |
| YTD | +9.1% | +6.8% | +2.3% | +7.7% |
| 1Y | +26.2% | +31.1% | -4.9% | +15.3% |
| All | +26.2% | +29.2% | -3.0% | +15.3% |
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