+27.7%
V vs DLTR
+34.7%
-7.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +0.9% | +5.3% | -4.4% | +0.3% |
| 30D | +9.0% | +13.4% | -4.4% | +7.8% |
| 3M | +16.7% | +6.6% | +10.1% | +16.0% |
| 6M | +33.4% | +59.1% | -25.7% | +28.9% |
| YTD | +22.4% | +12.3% | +10.1% | +22.7% |
| 1Y | +27.7% | +33.9% | -6.2% | +20.2% |
| All | +27.7% | +34.7% | -7.0% | +20.2% |
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