+43.8%
SO vs DLTR
+1.6%
+42.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.6% |
| 7D | 0.0% | -10.2% | +10.3% | +0.3% |
| 30D | -2.5% | -8.5% | +6.0% | -2.3% |
| 3M | -4.2% | +5.6% | -9.7% | -4.3% |
| 6M | -7.7% | +2.2% | -9.8% | -7.7% |
| YTD | +3.8% | -3.8% | +7.6% | +3.9% |
| 1Y | +0.1% | +22.9% | -22.9% | -0.6% |
| All | +43.8% | +1.6% | +42.2% | +40.0% |
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