+39.3%
XLC vs DLTR
+29.9%
+9.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.7% | -9.4% | +7.8% | -0.5% |
| 30D | +0.2% | -7.3% | +7.5% | +1.1% |
| 3M | +0.7% | +7.6% | -6.9% | -0.3% |
| 6M | -4.5% | +1.6% | -6.0% | -5.1% |
| YTD | -4.7% | -3.5% | -1.2% | -4.9% |
| 1Y | -1.5% | +20.0% | -21.5% | -4.8% |
| 3Y | +72.2% | +2.3% | +70.0% | +67.4% |
| 5Y | +39.3% | +31.5% | +7.8% | +36.9% |
| All | +39.3% | +29.9% | +9.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling