+91.7%
USB vs DLTR
+75.4%
+16.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.5% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | +5.8% | +12.8% | -6.9% | +3.0% |
| 3M | -6.0% | +1.1% | -7.1% | -6.5% |
| 6M | +7.8% | +35.9% | -28.1% | -0.1% |
| YTD | +14.6% | +6.6% | +8.0% | +11.3% |
| 1Y | +31.8% | +28.6% | +3.2% | +22.5% |
| 3Y | +91.5% | +14.0% | +77.5% | +77.6% |
| 5Y | +22.0% | +19.2% | +2.8% | +8.0% |
| All | +91.7% | +75.4% | +16.3% | +54.0% |
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 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