+147.9%
URI vs DLTR
+23.7%
+124.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.4% |
| 7D | -6.0% | +5.0% | -11.0% | -6.7% |
| 30D | +4.6% | +18.7% | -14.1% | +2.0% |
| 3M | -2.7% | +8.9% | -11.6% | -4.1% |
| 6M | +18.4% | +49.4% | -31.1% | +10.1% |
| YTD | +37.4% | +14.5% | +22.9% | +33.3% |
| 1Y | +30.4% | +32.5% | -2.1% | +23.8% |
| 3Y | +147.9% | +23.4% | +124.5% | +122.6% |
| All | +147.9% | +23.7% | +124.2% | +122.6% |
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