+6,893.4%
URI vs DLTR
+2,204.1%
+4,689.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.0% | +2.5% | -4.4% | -2.7% |
| 30D | -12.9% | +2.1% | -15.0% | -13.6% |
| 3M | -6.7% | +20.3% | -27.0% | -11.8% |
| 6M | +19.0% | +11.5% | +7.5% | +13.8% |
| YTD | +25.5% | +6.8% | +18.7% | +21.4% |
| 1Y | +5.5% | +31.1% | -25.6% | -4.0% |
| 3Y | +111.3% | +10.7% | +100.6% | +93.1% |
| 5Y | +198.6% | +41.6% | +156.9% | +147.3% |
| 10Y | +1,179.9% | +58.1% | +1,121.8% | +894.4% |
| All | +6,893.4% | +2,204.1% | +4,689.3% | +2,260.9% |
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