+15,467.7%
STRL vs DLTR
+11,640.8%
+3,826.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | +2.5% | +0.9% | +3.0% |
| 30D | -9.2% | +2.1% | -11.3% | -9.7% |
| 3M | -51.0% | +20.3% | -71.3% | -52.8% |
| 6M | +15.8% | +11.5% | +4.3% | +12.6% |
| YTD | +58.9% | +6.8% | +52.0% | +55.3% |
| 1Y | +68.5% | +31.1% | +37.4% | +59.1% |
| 3Y | +485.2% | +10.7% | +474.5% | +454.3% |
| 5Y | +2,005.1% | +41.6% | +1,963.5% | +1,773.9% |
| 10Y | +7,118.0% | +58.1% | +7,059.8% | +6,068.2% |
| All | +15,467.7% | +11,640.8% | +3,826.9% | +6,210.1% |
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 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