+631.0%
MSCI vs DLTR
+45.2%
+585.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +1.5% |
| 7D | -1.1% | -10.2% | +9.2% | +1.1% |
| 30D | -1.2% | -8.5% | +7.3% | +0.5% |
| 3M | -8.4% | +5.6% | -14.0% | -9.7% |
| 6M | -1.0% | +2.2% | -3.2% | -2.4% |
| YTD | -2.3% | -3.8% | +1.5% | -2.7% |
| 1Y | -1.2% | +22.9% | -24.1% | -7.1% |
| 3Y | +7.9% | +2.0% | +5.9% | +2.3% |
| 5Y | -10.1% | +29.8% | -39.9% | -22.2% |
| 10Y | +631.0% | +45.0% | +585.9% | +477.8% |
| All | +631.0% | +45.2% | +585.7% | +477.8% |
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