+604.5%
XYZ vs DLTR
+45.2%
+559.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.6% |
| 7D | -3.7% | -10.2% | +6.5% | -0.3% |
| 30D | +0.5% | -8.5% | +9.0% | +3.2% |
| 3M | +16.3% | +5.6% | +10.7% | +13.9% |
| 6M | +21.1% | +2.2% | +19.0% | +18.8% |
| YTD | +22.0% | -3.8% | +25.7% | +21.4% |
| 1Y | +5.2% | +22.9% | -17.8% | -4.1% |
| 3Y | +49.6% | +2.0% | +47.5% | +38.8% |
| 5Y | -68.4% | +29.8% | -98.2% | -72.8% |
| 10Y | +604.5% | +45.0% | +559.5% | +449.4% |
| All | +604.5% | +45.2% | +559.3% | +449.4% |
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 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