+629.3%
ON vs DLTR
+45.3%
+584.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +2.4% | -10.1% | +12.4% | +5.9% |
| 30D | -8.6% | -8.1% | -0.5% | -6.4% |
| 3M | -34.3% | +2.9% | -37.2% | -35.8% |
| 6M | +28.5% | +4.3% | +24.2% | +23.3% |
| YTD | +40.6% | -3.9% | +44.5% | +38.2% |
| 1Y | +55.3% | +18.9% | +36.4% | +40.6% |
| 3Y | -22.2% | +1.9% | -24.1% | -28.8% |
| 5Y | +62.4% | +31.0% | +31.4% | +27.9% |
| All | +629.3% | +45.3% | +584.0% | +434.2% |
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