+486.5%
RF vs DLTR
+11,615.8%
-11,129.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.6% |
| 30D | +6.0% | +12.8% | -6.7% | +3.3% |
| 3M | -8.9% | +1.1% | -10.0% | -9.5% |
| 6M | +2.3% | +35.9% | -33.5% | -4.8% |
| YTD | +7.6% | +6.6% | +0.9% | +4.5% |
| 1Y | +21.2% | +28.6% | -7.4% | +13.3% |
| 3Y | +108.5% | +14.0% | +94.5% | +93.8% |
| 5Y | +43.2% | +19.2% | +24.0% | +29.6% |
| 10Y | +288.1% | +78.1% | +209.9% | +217.0% |
| All | +486.5% | +11,615.8% | -11,129.3% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling