+67.7%
V vs DLTR
+27.2%
+40.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.1% |
| 7D | -2.9% | -10.2% | +7.3% | -1.9% |
| 30D | +1.9% | -8.5% | +10.4% | +2.7% |
| 3M | +13.2% | +5.6% | +7.7% | +12.6% |
| 6M | +16.7% | +2.2% | +14.5% | +16.2% |
| YTD | +5.4% | -3.8% | +9.1% | +5.4% |
| 1Y | +7.7% | +22.9% | -15.3% | +4.8% |
| 3Y | +52.0% | +2.0% | +50.0% | +49.0% |
| 5Y | +67.7% | +29.8% | +37.9% | +61.8% |
| All | +67.7% | +27.2% | +40.6% | +61.8% |
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