+484.0%
V vs DLTR
+76.3%
+407.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | +0.9% | +5.3% | -4.4% | +0.1% |
| 30D | +9.0% | +13.4% | -4.4% | +6.8% |
| 3M | +16.7% | +6.6% | +10.1% | +15.3% |
| 6M | +33.4% | +59.1% | -25.7% | +23.2% |
| YTD | +22.4% | +12.3% | +10.1% | +19.0% |
| 1Y | +27.7% | +33.9% | -6.2% | +20.5% |
| 3Y | +78.0% | +23.0% | +55.0% | +65.8% |
| 5Y | +108.5% | +22.1% | +86.4% | +89.0% |
| All | +484.0% | +76.3% | +407.7% | +377.4% |
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