-3.3%
XRT vs DLTR
+27.2%
-30.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +2.9% | -0.3% |
| 7D | -2.4% | -10.2% | +7.8% | +0.8% |
| 30D | -6.9% | -8.5% | +1.5% | -4.5% |
| 3M | -0.4% | +5.6% | -6.0% | -2.2% |
| 6M | +2.2% | +2.2% | 0.0% | +0.5% |
| YTD | -0.7% | -3.8% | +3.1% | -0.9% |
| 1Y | -2.0% | +22.9% | -24.9% | -9.7% |
| 3Y | +41.0% | +2.0% | +39.0% | +33.3% |
| 5Y | -3.3% | +29.8% | -33.1% | -9.4% |
| All | -3.3% | +27.2% | -30.5% | -9.4% |
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 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