+411.2%
XLF vs DLTR
+1,182.8%
-771.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | -9.4% | +6.6% | -0.8% |
| 30D | -1.6% | -7.3% | +5.7% | -0.1% |
| 3M | +9.3% | +7.6% | +1.7% | +7.1% |
| 6M | +14.6% | +1.6% | +13.0% | +12.8% |
| YTD | +4.7% | -3.5% | +8.3% | +4.0% |
| 1Y | +8.6% | +20.0% | -11.4% | +2.4% |
| 3Y | +73.9% | +2.3% | +71.6% | +63.3% |
| 5Y | +65.0% | +31.5% | +33.5% | +41.4% |
| 10Y | +250.4% | +45.4% | +205.1% | +180.2% |
| All | +411.2% | +1,182.8% | -771.6% | +110.0% |
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