-28.3%
ON vs DLTR
+1.8%
-30.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -4.7% | -9.4% | +4.7% | -2.8% |
| 30D | -13.5% | -7.3% | -6.1% | -12.3% |
| 3M | -36.3% | +7.6% | -43.9% | -38.0% |
| 6M | +17.8% | +1.6% | +16.2% | +15.8% |
| YTD | +29.6% | -3.5% | +33.1% | +28.7% |
| 1Y | +45.8% | +20.0% | +25.8% | +35.0% |
| All | -28.3% | +1.8% | -30.1% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling