+41.2%
USB vs DLTR
+41.6%
-0.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +1.4% | +2.5% | -1.0% | +1.0% |
| 30D | -1.3% | +2.1% | -3.4% | -1.7% |
| 3M | +15.2% | +20.3% | -5.0% | +11.6% |
| 6M | +18.8% | +11.5% | +7.3% | +16.0% |
| YTD | +21.0% | +6.8% | +14.2% | +18.7% |
| 1Y | +34.0% | +31.1% | +2.9% | +26.5% |
| 3Y | +95.3% | +10.7% | +84.6% | +86.7% |
| All | +41.2% | +41.6% | -0.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling