+16.8%
RF vs DLTR
+33.3%
-16.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | +0.4% | +2.4% | -2.1% | 0.0% |
| 30D | +5.6% | +21.5% | -15.9% | +3.2% |
| 3M | -8.9% | +9.8% | -18.7% | -10.0% |
| 6M | +7.1% | +58.6% | -51.6% | +0.2% |
| YTD | +8.3% | +14.8% | -6.5% | +6.9% |
| 1Y | +16.8% | +33.0% | -16.2% | +8.9% |
| All | +16.8% | +33.3% | -16.5% | +8.9% |
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 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