-25.9%
STRL vs DLTR
+45.2%
-71.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +9.6% | -31.1% | -20.4% |
| 7D | -27.1% | +15.6% | -42.6% | -26.3% |
| 30D | -45.8% | +29.9% | -75.7% | -45.6% |
| 3M | -47.6% | +12.5% | -60.1% | -46.9% |
| 6M | -46.4% | +56.3% | -102.7% | -50.3% |
| YTD | -7.4% | +19.5% | -26.9% | -11.1% |
| 1Y | -25.9% | +44.0% | -69.9% | -36.1% |
| All | -25.9% | +45.2% | -71.1% | -36.1% |
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