+368.8%
ORCL vs DLTR
+45.2%
+323.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +0.2% |
| 7D | +10.9% | -10.2% | +21.1% | +12.8% |
| 30D | +7.0% | -8.5% | +15.5% | +8.4% |
| 3M | -21.2% | +5.6% | -26.8% | -22.4% |
| 6M | +7.4% | +2.2% | +5.2% | +5.8% |
| YTD | -16.3% | -3.8% | -12.5% | -16.8% |
| 1Y | -32.3% | +22.9% | -55.3% | -35.9% |
| 3Y | +32.6% | +2.0% | +30.5% | +27.0% |
| 5Y | +93.1% | +29.8% | +63.3% | +67.8% |
| 10Y | +368.8% | +45.0% | +323.8% | +280.5% |
| All | +368.8% | +45.2% | +323.5% | +280.5% |
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 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