-22.7%
U vs DLTR
+54.9%
-77.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.9% |
| 7D | +2.6% | +5.3% | -2.7% | +0.8% |
| 30D | +27.6% | +13.4% | +14.2% | +21.1% |
| 3M | +15.3% | +6.6% | +8.7% | +11.1% |
| 6M | +96.4% | +59.1% | +37.3% | +63.1% |
| YTD | +19.6% | +12.3% | +7.3% | +10.8% |
| 1Y | +42.1% | +33.9% | +8.3% | +22.7% |
| 3Y | +87.5% | +23.0% | +64.5% | +59.4% |
| 5Y | -73.1% | +22.1% | -95.3% | -74.7% |
| All | -22.7% | +54.9% | -77.6% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling