+579.5%
VRSK vs DLTR
+614.0%
-34.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -7.7% | -9.4% | +1.7% | -6.2% |
| 30D | -2.8% | -7.3% | +4.5% | -1.6% |
| 3M | -3.7% | +7.6% | -11.3% | -4.9% |
| 6M | -12.8% | +1.6% | -14.3% | -13.5% |
| YTD | -21.0% | -3.5% | -17.4% | -21.2% |
| 1Y | -32.5% | +20.0% | -52.5% | -35.4% |
| 3Y | -26.5% | +2.3% | -28.8% | -29.6% |
| 5Y | -11.5% | +31.5% | -43.0% | -21.8% |
| 10Y | +125.7% | +45.4% | +80.3% | +85.2% |
| All | +579.5% | +614.0% | -34.4% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling