+2,637.7%
SPY vs DLTR
+10,981.5%
-8,343.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.4% |
| 7D | +0.5% | -5.8% | +6.4% | +1.5% |
| 30D | -0.9% | -5.2% | +4.3% | -0.2% |
| 3M | +3.9% | +15.2% | -11.3% | +1.1% |
| 6M | +14.5% | +7.1% | +7.4% | +12.2% |
| YTD | +12.9% | +0.8% | +12.1% | +11.5% |
| 1Y | +19.4% | +24.8% | -5.4% | +13.3% |
| 3Y | +78.5% | +6.9% | +71.5% | +69.2% |
| 5Y | +81.8% | +33.2% | +48.5% | +62.3% |
| 10Y | +311.5% | +51.6% | +260.0% | +247.4% |
| All | +2,637.7% | +10,981.5% | -8,343.8% | +1,174.6% |
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 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