+20.3%
UL vs DLTR
+1.4%
+18.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -3.4% | -10.1% | +6.7% | -2.8% |
| 30D | +0.5% | -8.1% | +8.6% | +1.0% |
| 3M | +7.2% | +2.9% | +4.4% | +7.1% |
| 6M | -3.1% | +4.3% | -7.4% | -3.4% |
| YTD | -2.7% | -3.9% | +1.2% | -2.8% |
| 1Y | -10.2% | +18.9% | -29.1% | -10.8% |
| 3Y | +20.3% | +1.9% | +18.3% | +18.4% |
| All | +20.3% | +1.4% | +18.8% | +18.4% |
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