+68.5%
STRL vs DLTR
+29.2%
+39.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | +2.5% | +0.9% | +3.1% |
| 30D | -9.2% | +2.1% | -11.3% | -9.5% |
| 3M | -51.0% | +20.3% | -71.3% | -53.4% |
| 6M | +15.8% | +11.5% | +4.3% | +11.4% |
| YTD | +58.9% | +6.8% | +52.0% | +52.2% |
| 1Y | +68.5% | +31.1% | +37.4% | +46.9% |
| All | +68.5% | +29.2% | +39.3% | +46.9% |
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