+3.7%
U vs DLTR
+29.2%
-25.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.8% | +2.5% | -6.3% | -4.5% |
| 30D | +17.5% | +2.1% | +15.4% | +16.8% |
| 3M | +38.7% | +20.3% | +18.5% | +32.1% |
| 6M | +104.4% | +11.5% | +92.9% | +95.2% |
| YTD | -5.7% | +6.8% | -12.5% | -10.1% |
| 1Y | +3.7% | +31.1% | -27.4% | -15.3% |
| All | +3.7% | +29.2% | -25.6% | -15.3% |
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