-5.8%
XLC vs DLTR
+45.2%
-51.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.6% | -6.2% | +2.7% |
| 7D | +1.8% | +15.6% | -13.8% | +0.6% |
| 30D | -6.0% | +29.9% | -35.8% | -7.9% |
| 3M | -6.0% | +12.5% | -18.5% | -6.9% |
| 6M | -9.1% | +56.3% | -65.4% | -11.9% |
| YTD | -10.0% | +19.5% | -29.5% | -11.8% |
| 1Y | -5.8% | +44.0% | -49.8% | -10.6% |
| All | -5.8% | +45.2% | -51.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling