+67.4%
SAP vs DLTR
+23.7%
+43.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.2% | -1.8% |
| 7D | +1.5% | +5.0% | -3.6% | +0.9% |
| 30D | +8.8% | +18.7% | -9.9% | +6.9% |
| 3M | +12.1% | +8.9% | +3.2% | +10.9% |
| 6M | +34.6% | +49.4% | -14.9% | +29.2% |
| YTD | -2.1% | +14.5% | -16.6% | -4.2% |
| 1Y | -5.5% | +32.5% | -38.0% | -8.5% |
| 3Y | +67.4% | +23.4% | +44.0% | +62.1% |
| All | +67.4% | +23.7% | +43.8% | +62.1% |
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