+3,301.4%
SO vs DLTR
+12,666.4%
-9,365.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +0.8% | -2.8% | +3.6% | +0.9% |
| 30D | +7.8% | +21.5% | -13.7% | +6.3% |
| 3M | +2.9% | +11.6% | -8.7% | +2.0% |
| 6M | +2.5% | +58.7% | -56.3% | -1.1% |
| YTD | +10.3% | +16.2% | -5.9% | +8.6% |
| 1Y | +6.4% | +34.8% | -28.5% | +3.6% |
| 3Y | +52.8% | +25.3% | +27.5% | +47.8% |
| 5Y | +78.7% | +25.8% | +52.9% | +71.3% |
| 10Y | +196.3% | +83.7% | +112.6% | +173.1% |
| All | +3,301.4% | +12,666.4% | -9,365.0% | +2,523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling