-2.6%
SLB vs DLTR
+45.2%
-47.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.9% |
| 7D | -1.9% | -10.2% | +8.4% | +0.4% |
| 30D | +7.8% | -8.5% | +16.3% | +9.6% |
| 3M | +2.7% | +5.6% | -2.9% | +0.9% |
| 6M | +22.2% | +2.2% | +20.0% | +19.9% |
| YTD | +51.1% | -3.8% | +54.8% | +50.1% |
| 1Y | +63.3% | +22.9% | +40.4% | +52.7% |
| 3Y | +2.4% | +2.0% | +0.4% | -3.2% |
| 5Y | +139.3% | +29.8% | +109.5% | +100.7% |
| 10Y | -2.6% | +45.0% | -47.6% | -23.5% |
| All | -2.6% | +45.2% | -47.9% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling