+508.9%
XLP vs DLTR
+1,320.8%
-811.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +2.5% | -3.5% | -1.3% |
| 30D | -0.9% | +2.1% | -2.9% | -1.1% |
| 3M | +3.8% | +20.3% | -16.5% | +1.5% |
| 6M | -1.7% | +11.5% | -13.3% | -3.5% |
| YTD | +10.3% | +6.8% | +3.4% | +8.7% |
| 1Y | +7.8% | +31.1% | -23.3% | +3.5% |
| 3Y | +27.2% | +10.7% | +16.5% | +22.3% |
| 5Y | +32.5% | +41.6% | -9.1% | +22.1% |
| 10Y | +101.8% | +58.1% | +43.7% | +79.0% |
| All | +508.9% | +1,320.8% | -811.8% | +287.2% |
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 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