+336.7%
RF vs DLTR
+50.3%
+286.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.5% | +0.3% |
| 7D | +2.7% | -5.8% | +8.5% | +4.3% |
| 30D | -3.4% | -5.2% | +1.9% | -2.1% |
| 3M | +6.4% | +15.2% | -8.8% | +1.9% |
| 6M | +13.4% | +7.1% | +6.3% | +9.8% |
| YTD | +14.2% | +0.8% | +13.4% | +12.1% |
| 1Y | +15.7% | +24.8% | -9.1% | +6.4% |
| 3Y | +91.3% | +6.9% | +84.4% | +77.8% |
| 5Y | +89.8% | +33.2% | +56.5% | +54.5% |
| 10Y | +336.7% | +51.6% | +285.1% | +220.4% |
| All | +336.7% | +50.3% | +286.4% | +220.4% |
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 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