+257.2%
XOM vs DLTR
+30.4%
+226.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.1% | -10.1% | +14.2% | +4.9% |
| 30D | +4.6% | -8.1% | +12.7% | +5.2% |
| 3M | +14.0% | +2.9% | +11.1% | +13.6% |
| 6M | +11.0% | +4.3% | +6.6% | +10.3% |
| YTD | +40.7% | -3.9% | +44.6% | +40.7% |
| 1Y | +52.3% | +18.9% | +33.4% | +48.6% |
| 3Y | +60.5% | +1.9% | +58.5% | +56.6% |
| All | +257.2% | +30.4% | +226.8% | +244.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling