+1.1%
SLB vs DLTR
+23.7%
-22.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | -4.3% | +5.0% | -9.3% | -4.7% |
| 30D | +1.9% | +18.7% | -16.8% | +0.3% |
| 3M | -5.7% | +8.9% | -14.6% | -6.6% |
| 6M | -5.3% | +49.4% | -54.8% | -9.9% |
| YTD | +32.2% | +14.5% | +17.7% | +30.1% |
| 1Y | +38.5% | +32.5% | +6.0% | +33.7% |
| 3Y | +1.1% | +23.4% | -22.3% | -7.6% |
| All | +1.1% | +23.7% | -22.6% | -7.6% |
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 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