+158.7%
P vs DLTR
+6.7%
+152.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.3% | +2.0% |
| 7D | +7.8% | -5.8% | +13.7% | +8.2% |
| 30D | +12.3% | -5.2% | +17.6% | +12.6% |
| 3M | +37.1% | +15.2% | +21.9% | +34.9% |
| 6M | +66.1% | +7.1% | +59.0% | +66.0% |
| YTD | +50.9% | +0.8% | +50.1% | +52.3% |
| 1Y | +27.2% | +24.8% | +2.4% | +22.4% |
| 3Y | +158.7% | +6.9% | +151.8% | +136.5% |
| All | +158.7% | +6.7% | +152.0% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling