+3,428.7%
USB vs DLTR
+12,223.3%
-8,794.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -1.0% |
| 7D | -1.5% | +4.5% | -5.9% | -2.3% |
| 30D | +4.3% | +18.7% | -14.4% | +1.0% |
| 3M | -6.1% | +7.1% | -13.2% | -7.5% |
| 6M | +9.4% | +47.2% | -37.8% | +1.0% |
| YTD | +15.2% | +12.1% | +3.0% | +11.2% |
| 1Y | +32.8% | +31.5% | +1.3% | +24.4% |
| 3Y | +91.3% | +18.6% | +72.7% | +77.6% |
| 5Y | +22.7% | +25.4% | -2.7% | +10.5% |
| 10Y | +97.0% | +87.4% | +9.7% | +59.7% |
| All | +3,428.7% | +12,223.3% | -8,794.7% | +1,556.9% |
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