+41.9%
XLP vs DLTR
+12.7%
+29.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.7% |
| 7D | +0.7% | -2.0% | +2.8% | +0.9% |
| 30D | +10.3% | +12.8% | -2.5% | +8.9% |
| 3M | +6.5% | +1.1% | +5.4% | +6.3% |
| 6M | +8.4% | +35.9% | -27.5% | +5.3% |
| YTD | +18.2% | +6.6% | +11.6% | +17.0% |
| 1Y | +22.4% | +28.6% | -6.2% | +19.4% |
| 3Y | +41.9% | +14.0% | +27.9% | +36.2% |
| All | +41.9% | +12.7% | +29.2% | +36.2% |
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