+70.0%
XLE vs DLTR
+21.5%
+48.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.1% |
| 7D | +5.4% | +5.3% | +0.1% | +5.2% |
| 30D | -3.9% | +13.4% | -17.4% | -4.5% |
| 3M | +7.0% | +6.6% | +0.4% | +6.7% |
| 6M | +14.2% | +59.1% | -44.9% | +11.0% |
| YTD | +48.2% | +12.3% | +35.9% | +47.5% |
| 1Y | +47.7% | +33.9% | +13.8% | +44.5% |
| 3Y | +70.0% | +23.0% | +47.0% | +55.8% |
| All | +70.0% | +21.5% | +48.6% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling