+915.3%
STRL vs DLTR
+26.4%
+888.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -19.8% | +5.0% | -24.9% | -20.3% |
| 30D | -43.6% | +18.7% | -62.3% | -44.8% |
| 3M | -45.2% | +8.9% | -54.1% | -45.9% |
| 6M | -65.7% | +49.4% | -115.2% | -68.0% |
| YTD | -5.4% | +14.5% | -19.9% | -8.5% |
| 1Y | -24.7% | +32.5% | -57.2% | -28.6% |
| 3Y | +335.0% | +23.4% | +311.6% | +320.7% |
| 5Y | +915.3% | +26.2% | +889.1% | +884.4% |
| All | +915.3% | +26.4% | +888.9% | +884.4% |
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