+270.3%
ORCL vs DLTR
+76.3%
+194.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | +8.0% | +5.3% | +2.7% | +7.1% |
| 30D | -4.0% | +13.4% | -17.4% | -6.1% |
| 3M | -19.5% | +6.6% | -26.1% | -20.7% |
| 6M | -33.5% | +59.1% | -92.5% | -39.3% |
| YTD | -34.8% | +12.3% | -47.1% | -37.1% |
| 1Y | -41.6% | +33.9% | -75.5% | -45.6% |
| 3Y | +13.8% | +23.0% | -9.2% | +5.2% |
| 5Y | +43.4% | +22.1% | +21.3% | +28.2% |
| All | +270.3% | +76.3% | +194.0% | +191.3% |
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