+256.3%
P vs DLTR
+23.7%
+232.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.7% | +5.9% |
| 7D | -9.6% | -1.0% | -8.6% | -9.5% |
| 30D | -33.4% | +15.7% | -49.1% | -34.5% |
| 3M | +14.2% | +4.8% | +9.4% | +13.5% |
| 6M | +31.6% | +45.6% | -14.0% | +23.6% |
| YTD | +53.5% | +11.6% | +41.9% | +51.0% |
| 1Y | +14.2% | +29.8% | -15.6% | +8.7% |
| 3Y | +190.5% | +20.8% | +169.7% | +171.1% |
| 5Y | +256.3% | +23.5% | +232.9% | +227.4% |
| All | +256.3% | +23.7% | +232.6% | +227.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling