+196.2%
ON vs DLTR
+864.5%
-668.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.6% | +1.2% | -2.7% |
| 7D | -2.2% | -5.8% | +3.7% | -0.3% |
| 30D | -12.4% | -5.2% | -7.2% | -11.2% |
| 3M | -41.2% | +15.2% | -56.4% | -44.4% |
| 6M | +25.0% | +7.1% | +17.9% | +19.2% |
| YTD | +31.3% | +0.8% | +30.4% | +27.2% |
| 1Y | +45.4% | +24.8% | +20.6% | +31.1% |
| 3Y | -27.4% | +6.9% | -34.3% | -34.1% |
| 5Y | +58.5% | +33.2% | +25.2% | +29.7% |
| 10Y | +561.8% | +51.6% | +510.3% | +398.9% |
| All | +196.2% | +864.5% | -668.3% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling