+122.1%
URI vs DLTR
+11.8%
+110.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -2.0% | +2.5% | -4.4% | -2.4% |
| 30D | -12.9% | +2.1% | -15.0% | -13.3% |
| 3M | -6.7% | +20.3% | -27.0% | -10.0% |
| 6M | +19.0% | +11.5% | +7.5% | +15.9% |
| YTD | +25.5% | +6.8% | +18.7% | +23.1% |
| 1Y | +5.5% | +31.1% | -25.6% | 0.0% |
| All | +122.1% | +11.8% | +110.3% | +101.1% |
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