+1,455.3%
XLK vs DLTR
+1,182.8%
+272.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.4% | -9.4% | +9.0% | +1.7% |
| 30D | -0.5% | -7.3% | +6.9% | +0.9% |
| 3M | +5.0% | +7.6% | -2.6% | +2.8% |
| 6M | +32.9% | +1.6% | +31.3% | +30.6% |
| YTD | +29.0% | -3.5% | +32.5% | +27.9% |
| 1Y | +37.8% | +20.0% | +17.8% | +29.7% |
| 3Y | +118.7% | +2.3% | +116.4% | +105.3% |
| 5Y | +145.6% | +31.5% | +114.0% | +111.1% |
| 10Y | +791.5% | +45.4% | +746.1% | +613.6% |
| All | +1,455.3% | +1,182.8% | +272.5% | +507.7% |
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 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