-74.1%
OPEN vs DLTR
+33.5%
-107.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -10.5% | -9.4% | -1.1% | -7.0% |
| 30D | -21.8% | -7.3% | -14.4% | -19.6% |
| 3M | -37.5% | +7.6% | -45.1% | -39.9% |
| 6M | -44.1% | +1.6% | -45.7% | -45.6% |
| YTD | -52.0% | -3.5% | -48.4% | -52.2% |
| 1Y | -52.2% | +20.0% | -72.3% | -56.8% |
| 3Y | -25.9% | +2.3% | -28.2% | -31.4% |
| 5Y | -85.1% | +31.5% | -116.6% | -85.6% |
| All | -74.1% | +33.5% | -107.5% | -75.8% |
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