+31.8%
USB vs DLTR
+26.0%
+5.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | +5.8% | +12.8% | -6.9% | +4.7% |
| 3M | -6.0% | +1.1% | -7.1% | -6.1% |
| 6M | +7.8% | +35.9% | -28.1% | +4.1% |
| YTD | +14.6% | +6.6% | +8.0% | +13.1% |
| 1Y | +31.8% | +28.6% | +3.2% | +23.9% |
| All | +31.8% | +26.0% | +5.8% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling