+9.3%
SPY vs DLTR
+35.0%
-25.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -3.9% |
| 7D | -4.7% | +4.5% | -9.2% | -4.9% |
| 30D | -5.9% | +18.7% | -24.6% | -6.9% |
| 3M | -4.5% | +7.1% | -11.7% | -4.9% |
| 6M | +1.8% | +47.2% | -45.4% | -1.6% |
| YTD | +8.3% | +12.1% | -3.8% | +7.4% |
| 1Y | +9.3% | +31.5% | -22.1% | +4.9% |
| All | +9.3% | +35.0% | -25.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling