+19.3%
RF vs DLTR
+33.1%
-13.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +0.3% | +5.0% | -4.7% | -0.3% |
| 30D | +6.2% | +18.7% | -12.5% | +4.1% |
| 3M | -7.8% | +8.9% | -16.7% | -8.9% |
| 6M | +5.9% | +49.4% | -43.5% | +0.3% |
| YTD | +9.0% | +14.5% | -5.4% | +7.7% |
| 1Y | +19.3% | +32.5% | -13.2% | +12.0% |
| All | +19.3% | +33.1% | -13.8% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling