+246.0%
ORCL vs DLTR
+84.2%
+161.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -6.5% | +5.0% | -11.5% | -7.3% |
| 30D | -16.6% | +18.7% | -35.3% | -19.1% |
| 3M | -21.6% | +8.9% | -30.5% | -23.1% |
| 6M | -39.4% | +49.4% | -88.8% | -44.1% |
| YTD | -38.7% | +14.5% | -53.1% | -41.0% |
| 1Y | -50.4% | +32.5% | -82.9% | -53.6% |
| 3Y | +8.1% | +23.4% | -15.4% | 0.0% |
| 5Y | +34.5% | +26.2% | +8.4% | +19.5% |
| 10Y | +246.0% | +82.4% | +163.6% | +170.3% |
| All | +246.0% | +84.2% | +161.9% | +170.3% |
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