+239.8%
RF vs DLTR
+84.2%
+155.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.5% |
| 7D | +0.3% | +5.0% | -4.7% | -1.1% |
| 30D | +6.2% | +18.7% | -12.5% | +1.2% |
| 3M | -7.8% | +8.9% | -16.7% | -10.4% |
| 6M | +5.9% | +49.4% | -43.5% | -6.5% |
| YTD | +9.0% | +14.5% | -5.4% | +3.0% |
| 1Y | +19.3% | +32.5% | -13.2% | +7.8% |
| 3Y | +116.4% | +23.4% | +93.0% | +92.5% |
| 5Y | +46.0% | +26.2% | +19.9% | +22.9% |
| 10Y | +239.8% | +82.4% | +157.4% | +149.7% |
| All | +239.8% | +84.2% | +155.6% | +149.7% |
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 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