-11.1%
VRSK vs DLTR
+30.4%
-41.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -5.2% | -10.1% | +4.9% | -4.2% |
| 30D | -2.3% | -8.1% | +5.8% | -1.5% |
| 3M | -2.9% | +2.9% | -5.8% | -3.1% |
| 6M | -12.8% | +4.3% | -17.1% | -13.3% |
| YTD | -20.8% | -3.9% | -16.9% | -20.8% |
| 1Y | -33.2% | +18.9% | -52.1% | -34.7% |
| 3Y | -26.6% | +1.9% | -28.5% | -27.2% |
| All | -11.1% | +30.4% | -41.5% | -9.7% |
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