+652.6%
P vs DLTR
+84.2%
+568.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -1.3% |
| 7D | -13.3% | +5.0% | -18.4% | -14.0% |
| 30D | -34.0% | +18.7% | -52.7% | -36.2% |
| 3M | +4.1% | +8.9% | -4.8% | +1.9% |
| 6M | +30.5% | +49.4% | -19.0% | +18.0% |
| YTD | +52.2% | +14.5% | +37.7% | +45.4% |
| 1Y | +10.3% | +32.5% | -22.2% | +1.4% |
| 3Y | +180.9% | +23.4% | +157.4% | +153.4% |
| 5Y | +259.7% | +26.2% | +233.5% | +211.9% |
| 10Y | +652.6% | +82.4% | +570.2% | +451.9% |
| All | +652.6% | +84.2% | +568.5% | +451.9% |
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