+65.2%
PR vs DLTR
+75.4%
-10.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.9% | +2.7% |
| 7D | -16.4% | -2.0% | -14.4% | -16.3% |
| 30D | -1.9% | +12.8% | -14.7% | -4.1% |
| 3M | +8.0% | +1.1% | +6.8% | +7.1% |
| 6M | +4.1% | +35.9% | -31.8% | -2.5% |
| YTD | +58.7% | +6.6% | +52.1% | +54.4% |
| 1Y | +75.8% | +28.6% | +47.2% | +64.4% |
| 3Y | +73.2% | +14.0% | +59.1% | +61.1% |
| 5Y | +230.1% | +19.2% | +210.9% | +204.0% |
| All | +65.2% | +75.4% | -10.2% | +52.9% |
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