+141.4%
XLC vs DLTR
+41.6%
+99.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | +0.5% |
| 7D | +0.6% | -5.8% | +6.4% | +1.6% |
| 30D | +0.2% | -5.2% | +5.5% | +1.1% |
| 3M | +0.6% | +15.2% | -14.5% | -2.0% |
| 6M | -4.5% | +7.1% | -11.6% | -6.3% |
| YTD | -4.7% | +0.8% | -5.6% | -5.8% |
| 1Y | -1.7% | +24.8% | -26.4% | -6.8% |
| 3Y | +72.3% | +6.9% | +65.4% | +63.8% |
| 5Y | +37.8% | +33.2% | +4.5% | +20.6% |
| All | +141.4% | +41.6% | +99.8% | +91.6% |
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 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