+788.5%
XLK vs DLTR
+45.3%
+743.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.2% | -10.1% | +10.3% | +2.1% |
| 30D | -0.6% | -8.1% | +7.5% | +0.7% |
| 3M | +2.6% | +2.9% | -0.3% | +1.5% |
| 6M | +34.0% | +4.3% | +29.6% | +31.4% |
| YTD | +30.7% | -3.9% | +34.6% | +29.9% |
| 1Y | +39.2% | +18.9% | +20.3% | +32.2% |
| 3Y | +120.4% | +1.9% | +118.5% | +109.8% |
| 5Y | +148.8% | +31.0% | +117.8% | +116.0% |
| All | +788.5% | +45.3% | +743.2% | +628.7% |
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