-35.7%
U vs DLTR
+32.6%
-68.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +5.5% | -10.1% | +15.6% | +9.3% |
| 30D | -1.3% | -8.1% | +6.8% | +1.3% |
| 3M | +64.6% | +2.9% | +61.7% | +62.2% |
| 6M | +119.4% | +4.3% | +115.0% | +113.0% |
| YTD | -0.5% | -3.9% | +3.5% | -1.4% |
| 1Y | +1.3% | +18.9% | -17.6% | -7.7% |
| 3Y | +15.6% | +1.9% | +13.7% | +6.4% |
| 5Y | -67.5% | +31.0% | -98.5% | -67.6% |
| All | -35.7% | +32.6% | -68.2% | -42.8% |
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