+1,106.7%
XLY vs DLTR
+1,177.5%
-70.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -10.1% | +8.4% | +0.8% |
| 30D | -4.2% | -8.1% | +3.9% | -2.3% |
| 3M | -2.7% | +2.9% | -5.5% | -3.7% |
| 6M | -0.6% | +4.3% | -5.0% | -2.8% |
| YTD | -5.0% | -3.9% | -1.1% | -5.5% |
| 1Y | -4.1% | +18.9% | -23.0% | -9.7% |
| 3Y | +33.6% | +1.9% | +31.7% | +25.4% |
| 5Y | +28.7% | +31.0% | -2.3% | +10.7% |
| 10Y | +219.6% | +44.8% | +174.9% | +154.9% |
| All | +1,106.7% | +1,177.5% | -70.8% | +378.0% |
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