+10.3%
P vs DLTR
+33.1%
-22.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -0.1% |
| 7D | -13.3% | +5.0% | -18.4% | -11.6% |
| 30D | -34.0% | +18.7% | -52.7% | -29.5% |
| 3M | +4.1% | +8.9% | -4.8% | +8.6% |
| 6M | +30.5% | +49.4% | -19.0% | +49.9% |
| YTD | +52.2% | +14.5% | +37.7% | +76.6% |
| 1Y | +10.3% | +32.5% | -22.2% | +35.1% |
| All | +10.3% | +33.1% | -22.8% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling