+252.8%
SPOT vs DLTR
+24.0%
+228.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -3.1% | -10.1% | +7.0% | -1.6% |
| 30D | +7.4% | -8.1% | +15.5% | +8.6% |
| 3M | +8.2% | +2.9% | +5.3% | +7.7% |
| 6M | +2.2% | +4.3% | -2.1% | +1.1% |
| YTD | -9.5% | -3.9% | -5.5% | -9.7% |
| 1Y | -23.8% | +18.9% | -42.7% | -26.5% |
| 3Y | +233.5% | +1.9% | +231.6% | +221.5% |
| 5Y | +112.2% | +31.0% | +81.2% | +96.2% |
| All | +252.8% | +24.0% | +228.8% | +212.6% |
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 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