+196.7%
W vs DLTR
+149.4%
+47.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.6% |
| 7D | +0.2% | +5.3% | -5.1% | -2.5% |
| 30D | +6.8% | +13.4% | -6.6% | +0.1% |
| 3M | +10.7% | +6.6% | +4.1% | +6.2% |
| 6M | +86.3% | +59.1% | +27.3% | +44.0% |
| YTD | +11.5% | +12.3% | -0.8% | +2.5% |
| 1Y | +5.1% | +33.9% | -28.8% | -12.2% |
| 3Y | +171.0% | +23.0% | +148.0% | +125.9% |
| 5Y | -56.6% | +22.1% | -78.7% | -62.1% |
| 10Y | +213.4% | +77.5% | +136.0% | +116.5% |
| All | +196.7% | +149.4% | +47.3% | +28.1% |
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