+1,449.6%
NET vs DLTR
+17.5%
+1,432.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -7.0% | +2.5% | -9.4% | -7.7% |
| 30D | -4.8% | +2.1% | -6.9% | -5.6% |
| 3M | +3.8% | +20.3% | -16.4% | -2.0% |
| 6M | +50.0% | +11.5% | +38.5% | +43.6% |
| YTD | +41.5% | +6.8% | +34.6% | +36.3% |
| 1Y | +32.8% | +31.1% | +1.7% | +19.7% |
| 3Y | +335.9% | +10.7% | +325.2% | +298.6% |
| 5Y | +113.8% | +41.6% | +72.2% | +92.4% |
| All | +1,449.6% | +17.5% | +1,432.1% | +1,117.5% |
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