+181.3%
XLE vs DLTR
+45.2%
+136.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.6% |
| 7D | +0.3% | -10.2% | +10.6% | +2.2% |
| 30D | +8.5% | -8.5% | +17.0% | +10.1% |
| 3M | +14.6% | +5.6% | +9.1% | +13.0% |
| 6M | +17.6% | +2.2% | +15.4% | +15.8% |
| YTD | +48.1% | -3.8% | +51.8% | +47.1% |
| 1Y | +53.8% | +22.9% | +30.9% | +44.7% |
| 3Y | +56.2% | +2.0% | +54.2% | +48.3% |
| 5Y | +227.7% | +29.8% | +197.9% | +178.2% |
| 10Y | +181.3% | +45.0% | +136.3% | +122.4% |
| All | +181.3% | +45.2% | +136.1% | +122.4% |
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 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