+2,133.0%
STRL vs DLTR
+34.4%
+2,098.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.8% | +3.9% |
| 7D | +10.1% | -5.8% | +15.9% | +10.9% |
| 30D | -8.2% | -5.2% | -3.0% | -7.7% |
| 3M | -43.7% | +15.2% | -58.9% | -45.3% |
| 6M | +27.1% | +7.1% | +20.0% | +24.3% |
| YTD | +64.0% | +0.8% | +63.2% | +61.4% |
| 1Y | +75.2% | +24.8% | +50.4% | +66.9% |
| 3Y | +539.9% | +6.9% | +533.0% | +528.6% |
| 5Y | +2,133.0% | +33.2% | +2,099.7% | +2,012.4% |
| All | +2,133.0% | +34.4% | +2,098.6% | +2,012.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling