+163.6%
W vs DLTR
+137.4%
+26.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -4.2% | +2.5% | -6.6% | -5.5% |
| 30D | -7.6% | +2.1% | -9.6% | -8.8% |
| 3M | +37.2% | +20.3% | +16.9% | +24.9% |
| 6M | +26.3% | +11.5% | +14.8% | +17.6% |
| YTD | -1.0% | +6.8% | -7.8% | -6.1% |
| 1Y | +20.1% | +31.1% | -11.0% | +1.8% |
| 3Y | +37.8% | +10.7% | +27.1% | +21.9% |
| 5Y | -63.7% | +41.6% | -105.3% | -70.0% |
| 10Y | +156.3% | +58.1% | +98.2% | +86.7% |
| All | +163.6% | +137.4% | +26.2% | +17.3% |
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