+634.6%
XYZ vs DLTR
+84.2%
+550.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.2% |
| 7D | +12.6% | +5.0% | +7.6% | +10.9% |
| 30D | +10.8% | +18.7% | -7.9% | +4.8% |
| 3M | +8.4% | +8.9% | -0.5% | +5.0% |
| 6M | +14.3% | +49.4% | -35.1% | -0.8% |
| YTD | +31.5% | +14.5% | +17.0% | +23.6% |
| 1Y | +28.1% | +32.5% | -4.4% | +14.4% |
| 3Y | +66.2% | +23.4% | +42.7% | +44.4% |
| 5Y | -62.3% | +26.2% | -88.5% | -67.1% |
| 10Y | +634.6% | +82.4% | +552.2% | +441.7% |
| All | +634.6% | +84.2% | +550.4% | +441.7% |
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