+361.5%
NDAQ vs DLTR
+45.3%
+316.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.9% | -10.1% | +4.2% | -4.3% |
| 30D | -4.7% | -8.1% | +3.4% | -3.5% |
| 3M | +5.5% | +2.9% | +2.7% | +4.8% |
| 6M | +7.4% | +4.3% | +3.0% | +5.9% |
| YTD | -5.5% | -3.9% | -1.5% | -5.7% |
| 1Y | -3.7% | +18.9% | -22.6% | -7.5% |
| 3Y | +85.0% | +1.9% | +83.1% | +78.4% |
| 5Y | +49.0% | +31.0% | +18.0% | +32.3% |
| All | +361.5% | +45.3% | +316.2% | +286.1% |
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 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