+64.4%
UL vs DLTR
+45.3%
+19.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -3.4% | -10.1% | +6.7% | -2.2% |
| 30D | +0.5% | -8.1% | +8.6% | +1.4% |
| 3M | +7.2% | +2.9% | +4.4% | +6.8% |
| 6M | -3.1% | +4.3% | -7.4% | -3.9% |
| YTD | -2.7% | -3.9% | +1.2% | -2.8% |
| 1Y | -10.2% | +18.9% | -29.1% | -12.6% |
| 3Y | +20.3% | +1.9% | +18.3% | +17.5% |
| 5Y | +19.9% | +31.0% | -11.1% | +9.5% |
| All | +64.4% | +45.3% | +19.1% | +40.3% |
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 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