+889.2%
XLV vs DLTR
+1,177.5%
-288.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -10.1% | +6.5% | -2.1% |
| 30D | -1.8% | -8.1% | +6.3% | -0.7% |
| 3M | +7.8% | +2.9% | +4.9% | +7.2% |
| 6M | +9.1% | +4.3% | +4.8% | +7.8% |
| YTD | +7.7% | -3.9% | +11.7% | +7.5% |
| 1Y | +20.4% | +18.9% | +1.5% | +16.3% |
| 3Y | +30.8% | +1.9% | +28.9% | +26.1% |
| 5Y | +34.6% | +31.0% | +3.6% | +22.3% |
| 10Y | +173.4% | +44.8% | +128.6% | +136.6% |
| All | +889.2% | +1,177.5% | -288.3% | +444.3% |
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