+143.7%
XLC vs DLTR
+34.9%
+108.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.5% | -10.1% | +10.6% | +2.3% |
| 30D | +2.1% | -8.1% | +10.2% | +3.5% |
| 3M | +0.7% | +2.9% | -2.2% | 0.0% |
| 6M | -3.2% | +4.3% | -7.5% | -4.6% |
| YTD | -3.8% | -3.9% | +0.1% | -4.1% |
| 1Y | -2.0% | +18.9% | -20.9% | -6.4% |
| 3Y | +71.4% | +1.9% | +69.4% | +64.2% |
| 5Y | +40.7% | +31.0% | +9.7% | +23.2% |
| All | +143.7% | +34.9% | +108.8% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling