-89.0%
OPEN vs DLTR
+55.3%
-144.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.4% | -2.7% |
| 7D | -15.0% | +5.3% | -20.3% | -16.9% |
| 30D | -40.2% | +13.4% | -53.6% | -42.7% |
| 3M | -67.4% | +6.6% | -74.0% | -68.1% |
| 6M | -74.0% | +59.1% | -133.1% | -78.8% |
| YTD | -79.6% | +12.3% | -91.8% | -80.8% |
| 1Y | -86.1% | +33.9% | -120.0% | -87.9% |
| 3Y | -41.4% | +23.0% | -64.4% | -49.6% |
| 5Y | -94.9% | +22.1% | -117.0% | -95.0% |
| All | -89.0% | +55.3% | -144.3% | -90.2% |
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