+52.6%
V vs DLTR
+6.4%
+46.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -1.4% |
| 7D | -1.1% | -5.8% | +4.7% | -0.7% |
| 30D | +1.9% | -5.2% | +7.1% | +2.2% |
| 3M | +15.5% | +15.2% | +0.4% | +14.7% |
| 6M | +16.6% | +7.1% | +9.5% | +16.2% |
| YTD | +5.7% | +0.8% | +4.9% | +5.6% |
| 1Y | +8.6% | +24.8% | -16.2% | +7.2% |
| All | +52.6% | +6.4% | +46.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling