+1,182.4%
URI vs DLTR
+84.2%
+1,098.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.8% |
| 7D | -6.0% | +5.0% | -11.0% | -7.5% |
| 30D | +4.6% | +18.7% | -14.1% | -0.9% |
| 3M | -2.7% | +8.9% | -11.6% | -5.8% |
| 6M | +18.4% | +49.4% | -31.1% | +2.9% |
| YTD | +37.4% | +14.5% | +22.9% | +29.1% |
| 1Y | +30.4% | +32.5% | -2.1% | +16.8% |
| 3Y | +147.9% | +23.4% | +124.5% | +117.4% |
| 5Y | +202.1% | +26.2% | +175.9% | +151.9% |
| 10Y | +1,182.4% | +82.4% | +1,100.0% | +851.2% |
| All | +1,182.4% | +84.2% | +1,098.3% | +851.2% |
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 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