+10.7%
U vs DLTR
+1.8%
+8.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | 0.0% | -9.4% | +9.4% | +2.9% |
| 30D | -4.1% | -7.3% | +3.2% | -2.1% |
| 3M | +57.8% | +7.6% | +50.2% | +53.6% |
| 6M | +103.5% | +1.6% | +102.0% | +99.9% |
| YTD | -4.8% | -3.5% | -1.2% | -5.7% |
| 1Y | -2.4% | +20.0% | -22.4% | -11.0% |
| All | +10.7% | +1.8% | +8.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling