+51.4%
PYPL vs DLTR
+65.5%
-14.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.7% | +2.5% | +0.2% | +2.1% |
| 30D | -4.9% | +2.1% | -7.0% | -5.4% |
| 3M | +28.9% | +20.3% | +8.6% | +23.9% |
| 6M | +18.2% | +11.5% | +6.7% | +14.7% |
| YTD | -5.0% | +6.8% | -11.9% | -7.4% |
| 1Y | -18.8% | +31.1% | -49.9% | -24.5% |
| 3Y | -12.6% | +10.7% | -23.3% | -18.3% |
| 5Y | -80.8% | +41.6% | -122.4% | -83.5% |
| 10Y | +49.9% | +58.1% | -8.2% | +18.2% |
| All | +51.4% | +65.5% | -14.1% | +24.8% |
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