+90.1%
RF vs DLTR
+41.6%
+48.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.3% | +2.5% | -1.1% | +0.8% |
| 30D | -3.6% | +2.1% | -5.7% | -4.1% |
| 3M | +8.1% | +20.3% | -12.2% | +4.1% |
| 6M | +11.5% | +11.5% | 0.0% | +8.3% |
| YTD | +15.6% | +6.8% | +8.7% | +13.0% |
| 1Y | +15.7% | +31.1% | -15.4% | +8.1% |
| 3Y | +86.9% | +10.7% | +76.2% | +78.4% |
| All | +90.1% | +41.6% | +48.5% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling