+811.7%
XLB vs DLTR
+1,241.0%
-429.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.7% | 0.0% |
| 7D | -0.2% | -5.8% | +5.6% | +0.8% |
| 30D | -1.7% | -5.2% | +3.5% | -0.9% |
| 3M | +4.4% | +15.2% | -10.8% | +1.5% |
| 6M | +5.0% | +7.1% | -2.1% | +2.9% |
| YTD | +15.5% | +0.8% | +14.6% | +14.1% |
| 1Y | +14.9% | +24.8% | -9.9% | +9.0% |
| 3Y | +34.5% | +6.9% | +27.6% | +27.6% |
| 5Y | +36.5% | +33.2% | +3.3% | +21.6% |
| 10Y | +159.6% | +51.6% | +108.0% | +118.8% |
| All | +811.7% | +1,241.0% | -429.2% | +387.4% |
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