+2,603.0%
SPY vs DLTR
+12,235.8%
-9,632.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +2.6% | +5.3% | -2.7% | +1.7% |
| 30D | -2.0% | +13.4% | -15.4% | -4.2% |
| 3M | -2.8% | +6.6% | -9.4% | -4.2% |
| 6M | +2.1% | +59.1% | -56.9% | -6.4% |
| YTD | +11.5% | +12.3% | -0.8% | +7.9% |
| 1Y | +13.5% | +33.9% | -20.4% | +6.4% |
| 3Y | +77.7% | +23.0% | +54.7% | +64.1% |
| 5Y | +72.6% | +22.1% | +50.5% | +56.7% |
| 10Y | +308.2% | +77.5% | +230.7% | +234.8% |
| All | +2,603.0% | +12,235.8% | -9,632.8% | +1,132.5% |
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