-66.6%
SE vs DLTR
+29.6%
-96.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.1% |
| 7D | -3.6% | -10.2% | +6.6% | -1.5% |
| 30D | -5.3% | -8.5% | +3.2% | -3.7% |
| 3M | +28.1% | +5.6% | +22.5% | +26.2% |
| 6M | +20.7% | +2.2% | +18.5% | +19.0% |
| YTD | -14.8% | -3.8% | -11.0% | -15.0% |
| 1Y | -43.6% | +22.9% | -66.5% | -47.1% |
| 3Y | +184.2% | +2.0% | +182.2% | +165.5% |
| All | -66.6% | +29.6% | -96.2% | -64.6% |
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