-37.5%
U vs DLTR
+39.1%
-76.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +4.6% |
| 7D | +4.5% | -5.8% | +10.3% | +6.5% |
| 30D | -0.6% | -5.2% | +4.7% | +1.0% |
| 3M | +48.4% | +15.2% | +33.3% | +40.6% |
| 6M | +115.4% | +7.1% | +108.2% | +107.3% |
| YTD | -3.2% | +0.8% | -4.1% | -5.7% |
| 1Y | -6.0% | +24.8% | -30.8% | -15.8% |
| 3Y | +13.5% | +6.9% | +6.5% | +2.7% |
| 5Y | -68.0% | +33.2% | -101.3% | -68.6% |
| All | -37.5% | +39.1% | -76.6% | -45.3% |
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 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