+58.1%
XRT vs DLTR
+24.3%
+33.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -0.4% | +2.4% | -2.9% | -1.1% |
| 30D | +7.5% | +21.5% | -14.0% | +2.0% |
| 3M | +2.3% | +9.8% | -7.5% | -0.4% |
| 6M | +12.8% | +58.6% | -45.8% | -0.6% |
| YTD | +7.1% | +14.8% | -7.8% | +2.0% |
| 1Y | +12.3% | +33.0% | -20.8% | +2.7% |
| All | +58.1% | +24.3% | +33.9% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling