+95.0%
RF vs DLTR
+11.8%
+83.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.3% | +2.5% | -1.1% | +0.9% |
| 30D | -3.6% | +2.1% | -5.7% | -4.0% |
| 3M | +8.1% | +20.3% | -12.2% | +4.7% |
| 6M | +11.5% | +11.5% | 0.0% | +9.0% |
| YTD | +15.6% | +6.8% | +8.7% | +13.6% |
| 1Y | +15.7% | +31.1% | -15.4% | +9.2% |
| All | +95.0% | +11.8% | +83.2% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling