+251.0%
SPOT vs DLTR
+24.3%
+226.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.4% |
| 7D | -6.5% | -10.2% | +3.7% | -5.1% |
| 30D | +2.2% | -8.5% | +10.7% | +3.4% |
| 3M | +5.4% | +5.6% | -0.2% | +4.5% |
| 6M | -4.0% | +2.2% | -6.2% | -4.8% |
| YTD | -9.9% | -3.8% | -6.2% | -10.2% |
| 1Y | -27.3% | +22.9% | -50.2% | -30.1% |
| 3Y | +236.4% | +2.0% | +234.4% | +224.3% |
| 5Y | +112.6% | +29.8% | +82.8% | +96.9% |
| All | +251.0% | +24.3% | +226.7% | +210.9% |
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