+485.4%
P vs DLTR
+94.1%
+391.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | +2.5% | +4.1% | +6.1% |
| 30D | +18.8% | +2.1% | +16.8% | +18.3% |
| 3M | +26.7% | +20.3% | +6.5% | +22.3% |
| 6M | +62.2% | +11.5% | +50.7% | +57.2% |
| YTD | +48.5% | +6.8% | +41.7% | +44.9% |
| 1Y | +26.4% | +31.1% | -4.7% | +17.6% |
| 3Y | +159.4% | +10.7% | +148.7% | +142.6% |
| 5Y | +275.8% | +41.6% | +234.2% | +225.7% |
| 10Y | +732.0% | +58.1% | +673.9% | +593.2% |
| All | +485.4% | +94.1% | +391.2% | +407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling