-9.3%
UL vs DLTR
+29.2%
-38.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.7% |
| 30D | +0.5% | +2.1% | -1.6% | +0.2% |
| 3M | +17.6% | +20.3% | -2.7% | +14.8% |
| 6M | -5.4% | +11.5% | -16.9% | -6.4% |
| YTD | +0.7% | +6.8% | -6.1% | -0.3% |
| 1Y | -9.3% | +31.1% | -40.3% | -12.2% |
| All | -9.3% | +29.2% | -38.5% | -12.2% |
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 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