+128.8%
XLP vs DLTR
+88.8%
+40.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +8.9% | +15.7% | -6.7% | +6.5% |
| 3M | +7.5% | +4.8% | +2.6% | +6.5% |
| 6M | +9.4% | +45.6% | -36.2% | +3.0% |
| YTD | +19.3% | +11.6% | +7.7% | +16.4% |
| 1Y | +21.7% | +29.8% | -8.0% | +16.0% |
| 3Y | +44.0% | +20.8% | +23.2% | +35.7% |
| 5Y | +42.8% | +23.5% | +19.3% | +31.4% |
| 10Y | +128.8% | +80.5% | +48.3% | +89.8% |
| All | +128.8% | +88.8% | +40.0% | +89.8% |
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 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