+31.7%
W vs DLTR
+1.8%
+29.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +0.5% | -9.4% | +9.9% | +5.5% |
| 30D | -5.6% | -7.3% | +1.8% | -2.4% |
| 3M | +41.9% | +7.6% | +34.4% | +36.3% |
| 6M | +30.2% | +1.6% | +28.7% | +27.2% |
| YTD | -2.9% | -3.5% | +0.6% | -3.0% |
| 1Y | +11.6% | +20.0% | -8.5% | -1.5% |
| All | +31.7% | +1.8% | +29.9% | +0.6% |
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