+1,385.7%
UL vs DLTR
+10,981.5%
-9,595.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.4% |
| 7D | -1.3% | -5.8% | +4.5% | -0.6% |
| 30D | +0.9% | -5.2% | +6.2% | +1.5% |
| 3M | +14.2% | +15.2% | -0.9% | +12.3% |
| 6M | -3.2% | +7.1% | -10.3% | -4.4% |
| YTD | -0.3% | +0.8% | -1.2% | -1.0% |
| 1Y | -8.8% | +24.8% | -33.6% | -11.7% |
| 3Y | +23.9% | +6.9% | +17.0% | +19.6% |
| 5Y | +21.4% | +33.2% | -11.9% | +12.2% |
| 10Y | +66.7% | +51.6% | +15.1% | +47.6% |
| All | +1,385.7% | +10,981.5% | -9,595.8% | +694.0% |
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