+215.2%
XLY vs DLTR
+45.3%
+169.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -10.1% | +8.4% | +0.6% |
| 30D | -4.2% | -8.1% | +3.9% | -2.5% |
| 3M | -2.7% | +2.9% | -5.5% | -3.6% |
| 6M | -0.6% | +4.3% | -5.0% | -2.6% |
| YTD | -5.0% | -3.9% | -1.1% | -5.3% |
| 1Y | -4.1% | +18.9% | -23.0% | -9.4% |
| 3Y | +33.6% | +1.9% | +31.7% | +26.6% |
| 5Y | +28.7% | +31.0% | -2.3% | +11.5% |
| All | +215.2% | +45.3% | +169.9% | +150.3% |
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 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