+433.8%
MAR vs DLTR
+45.3%
+388.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.5% | -10.1% | +9.5% | +1.8% |
| 30D | -5.4% | -8.1% | +2.7% | -3.7% |
| 3M | -15.5% | +2.9% | -18.4% | -16.4% |
| 6M | +3.0% | +4.3% | -1.4% | +0.8% |
| YTD | +8.5% | -3.9% | +12.5% | +8.1% |
| 1Y | +26.0% | +18.9% | +7.1% | +18.8% |
| 3Y | +68.6% | +1.9% | +66.7% | +59.8% |
| 5Y | +157.4% | +31.0% | +126.4% | +119.0% |
| All | +433.8% | +45.3% | +388.6% | +325.2% |
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